Work

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Year: 2007

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2007.05.002

Authors: Xibin Zhang, Maxwell L. King

Institution: Monash 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: W1998904892

FWCI: 2.366

Cites: 48

Cited by: 34

Related to: 10