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Modeling structural changes in the volatility process
Lehnert, Thorsten; Frijns, Bart; C.J. Zwinkels, Remco
2010
 

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Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Frijns, Bart
C.J. Zwinkels, Remco
Language :
English
Title :
Modeling structural changes in the volatility process
Publication date :
2010
Available on ORBilu :
since 29 October 2013

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