Accelerating GAS Model for Time-varying Leverage Effect and It's Empirical Study

YANG Liangliang, SHEN Genxiang

Journal of Central University of Finance & Economics ›› 2025, Vol. 0 ›› Issue (7) : 80-94.

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PDF(1911 KB)
Journal of Central University of Finance & Economics ›› 2025, Vol. 0 ›› Issue (7) : 80-94.

Accelerating GAS Model for Time-varying Leverage Effect and It's Empirical Study

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2025, 0(7): 80-94

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