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: | http://www.sciencedirect.com/science/journal/01651... |
| Additional Information: | © 1996 Elsevier |
| Divisions: | Financial Markets Group STICERD |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 18 Jul 2008 09:53 |
| Last Modified: | 11 Sep 2025 06:01 |
| URI: | http://eprints.lse.ac.uk/id/eprint/19607 |
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