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JIANG Zhengjun
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Volatility Modeling with Leverage Effect under Laplace Errors
Journal article
Journal of Time Series Econometrics,2017, volume: 10, issue: 1
Authors:
Jiang, Zhengjun
;
Xia, Weixuan
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Submit date：2022/02/15
Financial returns
GARCH-type models
Laplace distribution
Leverage effect
Volatility
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