Reference : Modeling structural changes in the volatility process
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Finance
http://hdl.handle.net/10993/9638
Modeling structural changes in the volatility process
English
Lehnert, Thorsten mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Frijns, Bart []
C.J. Zwinkels, Remco []
2010
Yes
http://hdl.handle.net/10993/9638

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