GARCH model with cross-sectional volatility: GARCHX models
| Year of publication: |
2005
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Steve E. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 15.2005, 3, p. 203
|