期刊论文详细信息
| Asian Economic and Financial Review | |
| A Regression Based Approach to Capturing the Level Dependence in the Volatility of Stock Returns | |
| Lakshmi Padmakumari1 S Maheswaran1 | |
| 关键词: Conditional variance; Covariance estimation; Extreme value of asset prices; Least-Square regression; GARCH; Level dependence in volatility; Constant elasticity of variance (CEV) model.; | |
| DOI : 10.18488/journal.aefr/2016.6.12/102.12.706.718 | |
| 学科分类：社会科学、人文和艺术（综合） | |
| 来源: Asian Economic and Social Society | |
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