A censored–GARCH model of asset returns with price limits
| Autor: | Wei, Steven X. * |
|---|---|
| Zdroj: | In Journal of Empirical Finance 2002 9(2):197-223 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Wei, Steven X. * |
|---|---|
| Zdroj: | In Journal of Empirical Finance 2002 9(2):197-223 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect