A threshold stochastic volatility model with explanatory variables

From MaRDI portal
Publication:6187969

DOI10.1111/stan.12143OpenAlexW2807705452MaRDI QIDQ6187969

De-Hui Wang, Kai Yang, Han Li

Publication date: 16 January 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12143




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