Zapis dokaza metode

EGARCH

EGARCH is an asymmetric GARCH variant, introduced by Nelson in 1991, that models the leverage effect in which bad news raises volatility more than good news of the same size. It captures the negative-shock asymmetry of financial return series by modelling the logarithm of the conditional variance.

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Izvorni zapis

Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.

Exponential Generalised Autoregressive Conditional Heteroskedasticity

Taksonomski zapis metode · regression-model / econometrics

Otvori cijelu metodu

Uređene tvrdnje

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Nema uređenih tvrdnji

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Povezane metode

Generirano iz grafa metode i prikazano kao strojno predložene relacije — ne implicira se nikakva tvrdnja dokaza.

Same method familyARIMAmachine-suggested · Relational suggestion, not evidence.Same method familyGARCHmachine-suggested · Relational suggestion, not evidence.Same method familyGJR-GARCHmachine-suggested · Relational suggestion, not evidence.Same method familyTBATSmachine-suggested · Relational suggestion, not evidence.