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1 Ergebnisse
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Volatility regressions with fat tails:
Kim, Jihyun
;
Meddahi, Nour
Journal of Econometrics. 218 (2020) 2 - p. 690-713 , 2020
Link:
https://doi.org/10.1016/j.jeconom.2020.04.034
RT Journal T1 <Title>Volatility regressions with fat tails</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jeconom.2020.04.034&Exemplar=1&LAN=DE A1 Kim, Jihyun A1 Meddahi, Nour PB Elsevier BV YR 2020 SN 0304-4076 JF Journal of Econometrics VO 218 IS 2 SP 690 OP 713 LK http://dx.doi.org/https://doi.org/10.1016/j.jeconom.2020.04.034 DO https://doi.org/10.1016/j.jeconom.2020.04.034 SF ELIB - SuUB Bremen
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