Testing for multivariate volatility functions using minimum volume sets and inverse regression
Work
Year: 2008
Type: article
Source: Journal of Econometrics
Authors Wolfgang Polonik, Qiwei Yao
Institutions University of California, Davis, Peking University, London School of Economics and Political Science
Cites: 36
Cited by: 4
Related to: 10
FWCI: 0.286
Citation percentile (by year/subfield): 69.62
Subfield: Finance
Domain: Social Sciences
Open Access status: green