On asymmetric generalised t stochastic volatility models
Work
Year: 2012
Type: article
Author Joanna J. J. Wang
Institution The University of Sydney
Cites: 36
Cited by: 7
Related to: 10
FWCI: 0.299
Citation percentile (by year/subfield): 77.59
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: closed