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Article
Title:
Threshold Stochastic Volatility: Properties and Forecasting
Authors:
Xiuping Mao
(
Zhongnan U Economics and Law
)
Esther Ruiz
(
U Carlos III
)
Helena Veiga
(
U Carlos III
,
ISCTE - Instituto Universitário de Lisboa
)
Journal:
International Journal Of Forecasting
Year:
2017
Volume:
33
Number:
4
Pages:
1105-1123
JEL code:
G13 - Contingent Pricing; Futures Pricing
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