Modeling structural changes in the volatility process
| Year of publication: |
2011
|
|---|---|
| Authors: | Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco C.J. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 3, p. 522-533
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