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Showing 1 to 1 of 1 for “"Asymmetry in volatility"”.

  1. Essays on Conditional Heteroscedastic Time Series Models with Asymmetry, Long memory, and Structural Changes

    Yatawara, K C M R Anjana BandaraMissouri University of Science and Technology

    <p>"The volatility of asset returns is usually time-varying, necessitating the introduction of models with a conditional heteroskedastic variance structure. In this dissertation, several existing formulations, motivated by the Generalized Autoregressive Conditional Heteroskedastic (GARCH) type …

    must-thes Repository record