Modelling regime-specific stock price volatilityTools Alexander, C. and Lazar, E. (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084 Full text not archived in this repository. To link to this article DOI: 10.1111/j.1468-0084.2009.00563.x
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