A Source of Long Memory in Volatility
Year of publication: |
[2006]
|
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Authors: | Poon, Ser-Huang |
Other Persons: | Hyung, Namwon (contributor) ; Granger, Clive W. J. (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (52 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2006 erstellt |
Other identifiers: | 10.2139/ssrn.904582 [DOI] |
Classification: | C22 - Time-Series Models ; C50 - Econometric Modeling. General ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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