Think again: volatility asymmetry and volatility persistence
- 期刊名称Studies in Nonlinear Dynamics & Econometrics
- 作者Baur, Dirk G.; Dimpfl, Thomas
- 电子ISSN1558-3708
- 文件大小3800.69KB
- 发表时间2018-04-30
- DOI10.1515/snde-2017-0020
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