Modeling the changing asymmetry of conditional variances
Fabio Fornari () and
Antonio Mele
Economics Letters, 1996, vol. 50, issue 2, 197-203
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (22)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0165-1765(95)00736-9
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:50:y:1996:i:2:p:197-203
Access Statistics for this article
Economics Letters is currently edited by Economics Letters Editorial Office
More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().