A threshold stochastic volatility model
| Year of publication: |
2002
|
|---|---|
| Authors: | So, Mike K.P. ; Li, W.K. ; Lam, K. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 21.2002, 7, p. 473-500
|