A Nonlinear Structural Model for Volatility Clustering
2015 ◽
Vol 100
◽
pp. 189-200
◽
Keyword(s):
Keyword(s):
1996 ◽
Vol 61
(4)
◽
pp. 617-632
◽
Keyword(s):
1996 ◽
Vol 61
(4)
◽
pp. 633-644
◽