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"Asymmetric Volatility Models with Structural Breaks."

Neelabh Rohan, T. V. Ramanathan (2012)

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DOI: 10.1080/03610918.2011.611403

access: closed

type: Journal Article

metadata version: 2020-05-10

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Neelabh Rohan, T. V. Ramanathan:
Asymmetric Volatility Models with Structural Breaks. Commun. Stat. Simul. Comput. 41(9): 1519-1543 (2012)

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