Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect
Crossref DOI link: https://doi.org/10.1007/s40953-017-0085-4
Published Online: 2017-03-24
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kumar, Dilip http://orcid.org/0000-0003-4858-8440
License valid from 2017-03-24