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"Threshold variable selection of asymmetric stochastic volatility models."

Cathy W. S. Chen, Feng-Chi Liu, Mike K. P. So (2013)

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DOI: 10.1007/S00180-013-0412-Y

access: closed

type: Journal Article

metadata version: 2022-10-02

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Cathy W. S. Chen, Feng-Chi Liu, Mike K. P. So:
Threshold variable selection of asymmetric stochastic volatility models. Comput. Stat. 28(6): 2415-2447 (2013)

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