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