A generalized partially linear model of asymmetric volatility
| Year of publication: |
2002
|
|---|---|
| Authors: | Wu, Guojun ; Xiao, Zhijie |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 3, p. 287-320
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