• No results found

EGARCH models with fat tails, skewness and leverage

N/A
N/A
Info
Nedlasting
Protected

Academic year: 2022

Share "EGARCH models with fat tails, skewness and leverage"

Copied!
1
0
0

Laster.... (Se fulltekst nå)

Last ned nå ( 1 sider )

Fulltekst

(1)

This file was downloaded from BI Brage,

the institutional repository (open access) at BI Norwegian Business School http://brage.bibsys.no/bi

EGARCH models with fat tails, skewness and leverage

Andrew Harvey Genaro Sucarrat

BI Norwegian Business School

Cambridge Working Papers in Economics:

http://www.econ.cam.ac.uk/research/repec/cam/pdf/cwpe1236.pdf

This is the manuscript to the article published later after peer review in

Computational Statistics and Data Analysis, 76(2014): 320-338

Publisher’s version available at http://dx.doi.org/10.1016/j.csda.2013.09.022

Copyright policy of Elsevier, the publisher of this journal:

The author retains the right to post the accepted author manuscript on open web sites operated by author or author's institution for scholarly purposes, with an embargo period

of 24 months after first view online.

http://www.elsevier.com/journal-authors/sharing-your-article#

This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/

Referanser

Last ned nå ( PDF - 1 sider - 13.81 KB )

RELATERTE DOKUMENTER

Forecasting cryptocurrencies under model and parameter instability

The author retains the right to post the accepted author manuscript on open web sites operated by author or author's institution for scholarly purposes, with an. embargo

Gladengveien 8 Illustrasjon by the author

This document is divided into two parts: an atlas of reuse, where Hovinbyen is analyzed in greater detail than the previous document; and a building stock analysis, where a

Using Author Profiling to Determine the Age Group of an Author

Firstly, Part of Speech is formal equivalent words that can be collected into classes [12]. Usually, the different classes that exist in the English language are verb, noun,

Litteraturteori 2M310-1

Roland Barthes: “The death of the author”Michel Foucault: “What is an author?”Terry Eagleton: The rise and fall of theory..

Issue Information

If your paper is accepted, the author identified as the formal corresponding author for the paper will receive an email prompting them to login into Author Services; where via the

Issue Information

If your paper is accepted, the author identified as the formal corresponding author for the paper will receive an email prompting them to login into Author Services; where via the

Issue Information

If your paper is accepted, the author identified as the formal corresponding author for the paper will receive an email prompting them to login into Author Services; where via the

About the Author:

Scrutiny by international and foreign human rights organizations, governments, and the media is unwelcome in Riyadh and, in an on-going effort, Saudi Arabia has sought to quash