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Modeling Market Volatility with Mixed Exponential Power Asymmetric Conditional Heteroskedasticity: An Application to Shanghai Stock Exchange Composite Index Daily Returns

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1080/07474930701220329openalex-extracted

Normalization in Econometrics

inferredcites →https://doi.org/10.1080/07474938608800096openalex-extracted

Modeling The persistence Of Conditional Variances: A Comment

inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05127.xopenalex-extracted

Measuring and Testing the Impact of News on Volatility

inferredcites →https://doi.org/10.1162/003465304323023886openalex-extracted

Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects

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