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A triple stochastic volatility with threshold and leverage effectsA triple stochastic volatility with threshold and leverage effects

Alternative Title
A triple stochastic volatility with threshold and leverage effects
Authors
LEE EUN HEE
Issue Date
18-2월-2016
Publisher
한국경제학공동학술대회
Citation
한국경제학공동학술대회
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/30409
Conference Name
한국경제학공동학술대회
Place
KO
서울, 대한민국
Conference Date
2016-02-17
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