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All in the family Nesting symmetric and asymmetric GARCH models
Journal of Financial Economics, 1995exaly
Portfolio optimization based on GARCH-EVT-Copula forecasting models
International Journal of Forecasting, 2018Andreas Stephan +2 more
exaly
Forecasting stock market volatility using (non-linear) Garch models
Journal of Forecasting, 1996Dick Van Dijk, Philip Hans Franses
exaly
APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING
Mathematical Finance, 2006Peter Ritchken
exaly