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~isPartOf:"Applied economics"
~person:"Costola, Michele"
~person:"Jeon, Yongil"
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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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Model evaluation based on residual analysis of two similar models
Granger, C. W. J.
;
Jeon, Yongil
- In:
Applied economics
32
(
2000
)
7
,
pp. 861-867
Persistent link: https://www.econbiz.de/10001521994
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