SMEAL WIKI

Equilibrium analysis of volatility clustering

Joel M. M. Vanden
Year2004
VenueJournal of Empirical Finance
Typearticle
Citations12
DOI10.1016/j.jempfin.2004.04.007
OpenAlexW1988518955

Topics

Financial Risk and Volatility ModelingVolatility clusteringEconomicsVolatility (finance)PortfolioEconometrics