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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ruiz, Esther"
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Ruiz, Esther
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Revisiting several popular GARCH models with leverage effect : differences and similarities
Rodríguez, María José
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 637-668
Persistent link: https://www.econbiz.de/10009671894
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Persistence and kurtosis in GARCH and stochastic volatility models
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002214313
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