Comparison of asymmetric stochastic volatility models under different correlation structures
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Publication:5138623
DOI10.1080/02664763.2016.1204596OpenAlexW2464344558MaRDI QIDQ5138623
Zhongxian Men, Donald L. McLeish, Tony S. Wirjanto, Adam W. Kolkiewicz
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1204596
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