Flexible Modeling of Dependence in Volatility Processes

DOI10.1080/07350015.2014.925457MaRDI QIDQ6667013zbMATH OpenFDO

Authors Maria Kalli, J. E. Griffin

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2014.925457

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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