Threshold stochastic volatility: Properties and forecasting-Reference-Cited by-同舟云学术

Threshold stochastic volatility: Properties and forecasting

Published:2017-10 Issue:4 Volume:33 Page:1105-1123
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Mao Xiuping,Ruiz Esther,Veiga Helena

Funder

Spanish Ministry of Economy and Competitiveness

FCT

Publisher

Elsevier BV

Subject

Business and International Management

Reference61 articles.

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5. Studies of stock price volatility changes;Black,1976

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