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type_genre:"Graue Literatur"
~isPartOf:"Journal of risk"
~subject:"Capital market returns"
~subject:"Risikoprämie"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Time-varying volatility asymmetry : a conditioned HAR-RV (CJ) EGARCH-M model
Ceylan, Özcan
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 21-49
Persistent link: https://www.econbiz.de/10010476249
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