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Modeling the changing asymmetry of conditional variances
Fornari, Fabio
;
Mele, Antonio
- In:
Economics Letters
50
(
1996
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10005257530
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A stochastic variance model for absolute returns
Fornari, Fabio
;
Mele, Antonio
- In:
Economics Letters
46
(
1994
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10005257981
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