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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias - In: Journal of empirical finance 28 (2014), pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
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Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-546
Persistent link: https://www.econbiz.de/10009030612