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Estimating volatility clustering and variance risk premium ..:
Kenc, Turalay
;
Cevik, Emrah Ismail
Review of Quantitative Finance and Accounting. 57 (2021) 4 - p. 1373-1392 , 2021
Link:
https://doi.org/10.1007/s11156-021-00981-6
RT Journal T1 <Title>Estimating volatility clustering and variance risk premium effects on bank default indicators</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s11156-021-00981-6&Exemplar=1&LAN=DE A1 Kenc, Turalay A1 Cevik, Emrah Ismail PB Springer Science and Business Media LLC YR 2021 SN 0924-865X SN 1573-7179 JF Review of Quantitative Finance and Accounting VO 57 IS 4 SP 1373 OP 1392 LK http://dx.doi.org/https://doi.org/10.1007/s11156-021-00981-6 DO https://doi.org/10.1007/s11156-021-00981-6 SF ELIB - SuUB Bremen
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