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A stochastic variance model for absolute returns
Fornari, Fabio - In: Economics letters 46 (1994) 3, pp. 211-214
Persistent link: https://www.econbiz.de/10001172371
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Modeling the changing asymmetry of traditional variances
Fornari, Fabio - In: Economics letters 50 (1996) 2, pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
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Modeling the changing asymmetry of condnional variances
Fornari, F.; Mele, A. - In: Economics letters 50 (1996) 2, pp. 197-204
Persistent link: https://www.econbiz.de/10006794407
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A stochastic variance model for absolute returrs
Fornari, F.; Mele, A. - In: Economics letters 46 (1994) 3, pp. 211-214
Persistent link: https://www.econbiz.de/10006802390