Asymmetry in stochastic volatility models with threshold and time-dependent correlation

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Publication:6138232

DOI10.1515/snde-2021-0020OpenAlexW4223469542MaRDI QIDQ6138232

Torben Schäfers, Long Teng

Publication date: 5 September 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2021-0020






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