Media type: E-Book Title: A new approach to volatility modeling : the high-dimensional Markov Model Contributor: Augustyniak, Maciej [VerfasserIn]; Bauwens, Luc [VerfasserIn]; Dufays, Arnaud [VerfasserIn] imprint: [Louvain-la-Neuve]: CORE, [2016] Published in: Université catholique de Louvain: CORE discussion papers ; 201604200 Extent: 1 Online-Ressource (circa 52 Seiten); Illustrationen Language: English Identifier: Keywords: Volatility ; Markov-switching ; Persistence ; Leverage effect ; Graue Literatur Origination: Footnote: Access State: Open Access