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 |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2618 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082071