Volatility components, affine restrictions, and nonnormal innovations
Year of publication: |
2010
|
---|---|
Authors: | Christoffersen, Peter F. ; Dorion, Christian ; Jacobs, Kris ; Yintian Wang |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 4, p. 483-502
|
Subject: | Theorie | Theory | Volatilität | Volatility | Innovation |
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