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Search results with tag "Asymmetric garch models"

Introductory Econometrics for Finance - Library of Congress

Introductory Econometrics for Finance - Library of Congress

catdir.loc.gov

models 445 8.8 Generalised ARCH (GARCH) models 452 8.9 Estimation of ARCH/GARCH models 455 8.10 Extensions to the basic GARCH model 468 8.11 Asymmetric GARCH models 469 8.12 The GJR model 469 8.13 The EGARCH model 470 8.14 GJR and EGARCH in EViews 471 8.15 Estimating GJR and EGARCH models using RATS 472 8.16 Tests for asymmetries …

  Model, Econometrics, Garch, Asymmetric, Asymmetric garch models, Garch models

Estimating stock market volatility using asymmetric GARCH ...

Estimating stock market volatility using asymmetric GARCH ...

www.bgu.ac.il

Downloaded By: [Shalit, Haim] At: 17:29 22 July 2008 Applied Financial Economics, 2008, 18, 1201–1208 Estimating stock market volatility using asymmetric GARCH models

  Model, Garch, Asymmetric, Asymmetric garch models

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