Asset Return Dynamics Under Habits and Bad-Environment Good-Environment Fundamentals
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Elsevier BV
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm;Journal of Modelling in Management;2022-07-05
2. Bad environments, good environments: A non-Gaussian asymmetric volatility model;Journal of Econometrics;2015-05
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