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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Lucas, André"
~person:"Maheswaran, S."
~person:"McAleer, Michael"
~subject:"Scientific modelling"
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A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
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