Switching asymmetric GARCH and options on a volatility index
| Year of publication: |
2004
|
|---|---|
| Authors: | Daouk, Hazem ; Guo, Jie Qun |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 3, p. 251-282
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