Modeling the changing asymmetry of conditional variances
Mele, A. & Fornari, F.
(1996).
Modeling the changing asymmetry of conditional variances.
Economics Letters,
50(2), 197-203.
https://doi.org/10.1016/0165-1765(95)00736-9
| Item Type | Article |
|---|---|
| Copyright holders | © 1996 Elsevier |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD |
| DOI | 10.1016/0165-1765(95)00736-9 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19607 |
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