Analysis of asymmetric GARCH volatility models with applications to margin measurement

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Bibliographic Details
Authors and Corporations:	Goldman, Elena (Author), Shen, Xiangjin (Author)
Other Authors:	Shen, Xiangjin [Author]
Type of Resource:	E-Book
Language:	English
published:	[Ottawa] Bank of Canada [2018]
Series:	Bank of Canada: Staff working paper ; 2018, 21 (May 2018)
Subjects:	Econometric and statistical models Payment clearing and settlement systems Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
Notes:	Zusammenfassung in französischer Sprache

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