Modeling the Interactions between Volatility and Returns using EGARCH-M
| Year of publication: |
2018
|
|---|---|
| Authors: | Harvey, Andrew ; Lange, Rutger-Jan |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 0143-9782, ZDB-ID 1473831-4. - Vol. 39.2018, 6 (29.07.), p. 909-919
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12419 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094944