REALIZED NON-LINEAR STOCHASTIC VOLATILITY MODELS WITH ASYMMETRIC EFFECTS AND GENERALIZED STUDENT'S T-DISTRIBUTIONS.
| Autor: | Nugroho, Didit Budi1 didit.budinugroho@staff.uksw.edu, Takayuki Morimoto2 morimot@kwansei.ac.jp |
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| Zdroj: | Journal of the Japan Statistical Society. 2014, Vol. 44 Issue 1, p83-118. 36p. |
| Databáze: | Academic Search Ultimate |
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