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pro vyhledávání: '"Sotheara Veng"'
Publikováno v:
Computational Economics
The stochastic elasticity of variance model introduced by Kim et al. (Appl Stoch Models Bus Ind 30(6):753–765, 2014) is a useful model for forecasting extraordinary volatility behavior which would take place in a financial crisis and high volatilit
Publikováno v:
Applied Stochastic Models in Business and Industry. 35:1202-1227
Autor:
Sotheara Veng, Jai Heui Kim
Publikováno v:
East Asian mathematical journal. 33:23-36
Autor:
Ji-Hun Yoon, Sotheara Veng
Publikováno v:
Dynamic Systems and Applications. 27