Volatility dynamics under duration-dependent mixing
| Year of publication: |
2000
|
|---|---|
| Authors: | Maheu, John M. ; McCurdy, Thomas H. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 3-4, p. 345-372
|
| Publisher: |
Elsevier |