Modeling the changing asymmetry of condnional variances
| Year of publication: |
1996
|
|---|---|
| Authors: | Fornari, F. ; Mele, A. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 50.1996, 2, p. 197-204
|