Nonlinear financial econometrics JoE special issue introduction

被引：1

作者：

Rombouts, Jeroen V. K. ^{[1
]}

Scaillet, Olivier ^{[2
,3
]}

Veredas, David ^{[4
,5
]}

Zakoian, Jean-Michel ^{[6
,7
]}

机构：

[1] ESSEC Business Sch, Cergy, France

[2] Univ Geneva, Geneva, Switzerland

[3] Swiss Finance Inst, Zurich, Switzerland

[4] Vlerick Business Sch, Ghent, Belgium

[5] Univ Ghent, Ghent, Belgium

[6] CREST, Rhone Alpes, France

[7] Univ Lille, Lille, France

来源：

JOURNAL OF ECONOMETRICS | 2020年 / 217卷 / 02期

关键词：

VOLATILITY;

D O I：

10.1016/j.jeconom.2019.12.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：203 / 206

页数：4

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