Modeling the changing asymmetry of conditional variances

Mele, Antonio; and Fornari, Fabio (1996) Modeling the changing asymmetry of conditional variances. Economics Letters, 50 (2). pp. 197-203. ISSN 0165-1765
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Item Type Article
Departments Financial Markets Group
STICERD
DOI 10.1016/0165-1765(95)00736-9
Date Deposited 18 Jul 2008 09:53
URI https://researchonline.lse.ac.uk/id/eprint/19607

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