TY - GEN
AU - Augustyniak, Maciej
AU - Bauwens, Luc
AU - Dufays, Arnaud
TI - A new approach to volatility modeling the high-dimensional Markov Model
PB - CORE
KW - Volatility
KW - Markov-switching
KW - Persistence
KW - Leverage effect
KW - Graue Literatur
PY - [2016]
BT - CORE discussion papers ; 2016, 42
CY - [Louvain-la-Neuve]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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