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Modeling the changing asymmetry of conditional variances

Mele, Antonio and Fornari, Fabio (1996) Modeling the changing asymmetry of conditional variances. Economics Letters, 50 (2). pp. 197-203. ISSN 0165-1765

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Identification Number: 10.1016/0165-1765(95)00736-9
Item Type: Article
Official URL:
Additional Information: © 1996 Elsevier
Divisions: Financial Markets Group
Subjects: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 18 Jul 2008 09:53
Last Modified: 20 May 2021 01:42

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