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Hansen, Anne Lundgaard - 2019

volatilityinduced stationarity. Our model employs a leveldependent conditional volatility that maintains stationarity despite the …

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Park, Kwangyong - 2020

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Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578

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Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83

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Kaminska, Iryna; Roberts-Sklar, Matt - 2017

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Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622

Persistent link: https://www.econbiz.de/10010205374

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

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Persistent link: https://www.econbiz.de/10011377669

Ben-Abdallah, Ramzi; Breton, Michèle; Marzouk, Oussama - In: The journal of credit risk : published quarterly by … 15 (2019) 2, pp. 21-44

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Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416

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