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Modeling the volatility of the US S&P 500 index using an LSTGARCH model
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-465
Persistent link: https://www.econbiz.de/10002233739
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Finite sample properties of tests for STGARCH models and application to the US stock returns
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Progress in financial markets research, (pp. 83-101). 2012
Persistent link: https://www.econbiz.de/10009678565