A new volatility model : GQARCH‐ItÔ model
| Year of publication: |
2021
|
|---|---|
| Authors: | Yuan, Huiling ; Sun, Yulei ; Xu, Lu ; Zhou, Yong ; Cui, Xiangyu |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 3 (09.09.), p. 345-370
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12616 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012636176