Browsing Others by Subject "asymmetric GARCH models, bibliometric analysis, literature review"
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Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis
(MDPI, 2022)The past few years have witnessed renewed interest in modelling and forecasting asymmetry in financial time series using a variety of approaches. The most intriguing of these strategies is the “asymmetric” or “leverage” ...