A multiple regime extension to the Heston–Nandi GARCH(1,1) model
| Autor: | Díaz-Hernández, Adán, Constantinou, Nick |
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| Zdroj: | In Journal of Empirical Finance September 2019 53:162-180 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Díaz-Hernández, Adán, Constantinou, Nick |
|---|---|
| Zdroj: | In Journal of Empirical Finance September 2019 53:162-180 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect