Narrow search
Showing 1 - 2 of 2
Cover Image
Unfolded GARCH models
Liu, Xiaochun; Luger, Richard - In: Journal of economic dynamics & control 58 (2015), pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
Cover Image
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.; Liu, Xiaochun - In: Journal of economic dynamics & control 62 (2016), pp. 43-55
Persistent link: https://www.econbiz.de/10011708149