Documentation for the AGARCH Volatility model - a Volatility model that takes into account asymmetry of returns.
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This class implements a Chain of Responsibilities design pattern. Each member of the chain is a subclass of AgArch. The last arch in the chain is the ...
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AGARCH STUDIO A New View in Contemporary Architectural Style · 161 posts · 1,844 followers · 1,088 following ...
This study finds that both asymmetric effect (between return and volatility) and non-linearity in volatility are statistically significant, suggesting to ...