scholarly journals The importance of asymmetric autoregressive stochastic volatility models in financial markets

2016 ◽  
Vol 13 (2016) ◽  
pp. 24-45
Author(s):  
María-Carmen García-Centeno
Keyword(s):  
Financial Markets ◽  
Stochastic Volatility ◽  
Stochastic Volatility Models ◽  
Volatility Models

Asymmetric Stochastic Volatility Models: Properties and Estimation

2015 ◽  
Author(s):  
Xiuping Mao ◽  
Esther Ruiz ◽  
Helena Veiga ◽  
Veronika Czellar
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Models ◽  
Volatility Models
Sign in / Sign up

Export Citation Format

Share Document