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~person:"Lange, Rutger-Jan"
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Lange, Rutger-Jan
Harvey, Andrew C.
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Harvey, Andrew
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Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
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2
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
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3
Modeling the Interactions between Volatility and Returns using EGARCH-M
Harvey, Andrew
;
Lange, Rutger-Jan
- In:
Journal of Time Series Analysis
39
(
2018
)
6
,
pp. 909-919
Persistent link: https://www.econbiz.de/10012094944
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