The Good and Bad Volatility : A New Class of Asymmetric Heteroskedastic Models
| Year of publication: |
2020
|
|---|---|
| Authors: | BenSaïda, Ahmed |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 83.2020, 2 (27.08.), p. 540-570
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/obes.12398 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012410175