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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623574
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Modeling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
;
Iglesias, Emma
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010029884
Saved in:
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