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Volatility Modeling with Leverage Effect under Laplace Errors Journal article
Journal of Time Series Econometrics,2017, volume: 10, issue: 1
Authors:  Jiang, Zhengjun;  Xia, Weixuan
Favorite  |  View/Download:12/0  |  Submit date:2022/02/15
Volatility forecasting: Downside risk, jumps and leverage effect Journal article
Econometrics,2016, volume: 4, issue: 1
Authors:  Audrino, Francesco;  Hu, Yujia
Favorite  |  View/Download:3/0  |  Submit date:2022/06/14