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~person:"Fabozzi, Frank J."
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Fabozzi, Frank J.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The Frank J. Fabozzi series
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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