Dynamic Asymmetric Leverage in Stochastic Volatility Models
| Year of publication: |
2005
|
|---|---|
| Authors: | Asai, Manabu ; Mcaleer, Michael |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 24.2005, 3, p. 317
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