Volatility forecasts using stochastic volatility models with nonlinear leverage effects
Year of publication: |
2019
|
---|---|
Authors: | McAlinn, Kenichiro ; Ushio, Asahi ; Nakatsuma, Teruo |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2019, 2 (16.08.), p. 143-154
|
Publisher: |
Wiley |
Saved in:
Online Resource
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