Do common volatility models capture cyclical behaviour in volatility?
| Year of publication: |
2008
|
|---|---|
| Authors: | Clements, Adam ; Collet, Jérôme |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 7-9, p. 599-690
|