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 |
-
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp, (2001)
-
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp, (2001)
-
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp, (2001)
- More ...
-
Estimating the number of mean shifts under long memory
Sibbertsen, Philipp, (2012)
-
Kaufmann, Hendrik, (2012)
-
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik, (2012)
- More ...