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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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Markellos, Raphaēl N.; Psychoyios, Dimitris - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 190-202

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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