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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~person:"Caporin, Massimiliano"
~subject:"Forecasting model"
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Caporin, Massimiliano
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Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
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