Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915)
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scientific article; zbMATH DE number 5178397
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| English | Non‐trading day effects in asymmetric conditional and stochastic volatility models |
scientific article; zbMATH DE number 5178397 |
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Non‐trading day effects in asymmetric conditional and stochastic volatility models (English)
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9 August 2007
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0.85793316
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0.85107106
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0.84890705
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0.84013593
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