Bad environments, good environments: a non-Gaussian asymmetric volatility model

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Publication:2346031

DOI10.1016/j.jeconom.2014.06.021zbMath1331.62452OpenAlexW3121730365MaRDI QIDQ2346031

Geert Bekaert, Andrey Ermolov, Eric Engstrom

Publication date: 29 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.06.021



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