✦ LIBER ✦

CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS

✍ Scribed by Prosper Dovonon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Relation Between Conditionally Heter

✍ Enrique Sentana 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 131 KB

A conditionally heteroskedastic independ

✍ Antonio García-Ferrer; Ester González-Prieto; Daniel Peña 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 464 KB

Stability conditions for heteroscedastic

✍ George A Christodoulakis; Stephen E Satchell 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 585 KB

Multivariate term structure models with

✍ Charlotte Christiansen 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Modeling the leverage effect with copula

✍ Cathy Ning; Dinghai Xu; Tony S. Wirjanto 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 299 KB

Stochastic volatility model with leverag

✍ Jouchi Nakajima; Yasuhiro Omori 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 836 KB