Work

A review of asymmetric conditional density functions in autoregressive conditional heteroscedasticity models

Year: 2001

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-075064751-9.50003-5

Author: Shaun A. Bond

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2290931291

FWCI: 4.46

Cites: 50

Cited by: 17

Related to: 10