The time-varying asymmetry of exchange rate returns: A stochastic volatility â stochastic skewness model
Iseringhausen, MartinVolume:
58
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2020.06.008
Date:
September, 2020
File:
PDF, 1.85 MB
2020