Nonlinear Time-series Analysis of Stock Volatilities

Authors
C. Q. Cao R. S. Tsay
Citation
C. Q. Cao et R. S. Tsay, Nonlinear Time-series Analysis of Stock Volatilities, Journal of applied econometrics, 7(SU), 1992, pp. 165
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
SU
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:SU<165:NTAOSV>2.0.ZU;2-M