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The top documents tagged [asymmetric volatility]
Documents
Essays on Volatility in the Crude Oil and Natural Gas Markets, GARCH,
74 views
Business
[ ] WHU_Rational.ppt
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Portfolio Selection with Higher Moments Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA USA charvey
220 views
Documents
Asymmetric Conditional Volatility on the Romanian Stock Market MSc Student: STANCIU FLORIN AURELIAN ACADEMY OF ECONOMIC STUDIES DOCTORAL SCHOOL OF FINANCE
216 views
Documents
A Non-Gaussian Asymmetric Volatility Model
43 views