Work

Stochastic Change-Point Models of Asset Returns and Their Volatilities

Year: 2014

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-1-4614-7750-1_85

Authors: Tze Leung Lai, Haipeng Xing

Institutions: Stanford University, Stony Brook University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W143417682

FWCI: 1.917

Cites: 45

Cited by: 1

Related to: 10