Title of article

All in the family Nesting symmetric and asymmetric GARCH models

Author/Authors

Ludger Hentschel، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1995

Pages

34

From page

71

To page

104

Keywords

GARCH , Asymmetry , Heteroskedasticity , Variance , Volatility

Journal title

Journal of Financial Economics

Serial Year

1995

Journal title

Journal of Financial Economics

Record number

257188