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Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing; Fu, Tong; Shi, Yanlin; Wang, Zili - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
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News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin; Ho, Kin-Yip - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485650