Asymmetry in stochastic volatility models with threshold and time-dependent correlation
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Publication:6138232
DOI10.1515/snde-2021-0020OpenAlexW4223469542MaRDI QIDQ6138232
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
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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