Long memory in volatilities of German stock returns
Year of publication: |
2004
|
---|---|
Authors: | Sibbertsen, Philipp |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 29.2004, 3, p. 477-488
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Long memory | volatilities | log-periodogram estimation |
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