Alessandra AMENDOLA | Publications
Alessandra AMENDOLA Publications
192163Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model. In La Rocca, Michele, Liseo, Brunero, Salmaso, Luigi Nonparametric Statistics Pag.25-33 Cham Springer. ISBN:978-3-030-57305-8 ISSN:2194-1009. | |
| Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero | |
| Digital Object Identifier (DOI): https://doi.org/10.1007/978-3-030-57306-5 Codice identificativo SCOPUS: 2-s2.0-85097268943 | |
| Show it in Product Database (IRIS) |
