Think again : volatility asymmetry and volatility persistence

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Think again : volatility asymmetry and volatility persistence

Author: Baur, Dirk; Dimpfl, Thomas Ernst Herbert
Tübinger Autor(en):
Dimpfl, Thomas Ernst Herbert
Published in: Studies in nonlinear dynamics & econometrics (2019-02-25), Bd. 23, H. 1online
Verlagsangabe: Berlin : De Gruyter
Language: English
Full text: http://dx.doi.org/10.1515/snde-2017-0020
ISBN: 1558-3708
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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