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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Ding, Dexter"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Investment-based asset pricing"
~subject:"Volatility"
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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
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2021
Persistent link: https://www.econbiz.de/10013254143
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