Modeling the changing asymmetry of conditional variances

Author: Fornari F.   Mele A.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.50, Iss.2, 1996-02, pp. : 197-203

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract