Browsing by Subject Multiple regimes
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2009 | A new approach to bad news effects on volatility: The Multiple-Sign-Volume sensitive regime EGARCH model (MSV-EGARCH) | Curto, J. D.; Tomás, J. A.; Pinto, J. C. | Article | Open Access |
| 2011 | What best predicts realized and implied volatility: GARCH, GJR or FCGARCH? | Salgado, José | Master Thesis | Open Access |