Multivariate Leverage Effects and Realized Semicovariance GARCH Models
Bollerslev, Tim, Patton, Andrew J., Quaedvlieg, RogierYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3164361
File:
PDF, 659 KB
english, 2018