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~isPartOf:"Economic modelling"
~person:"Hu, Shuowen"
~person:"Li, Chang-shuai"
~subject:"Exchange rate"
~subject:"Risikomaß"
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Hu, Shuowen
Li, Chang-shuai
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Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
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2
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
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