Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Year of publication: |
2007
|
---|---|
Authors: | Kirman, Alan ; Teyssière, Gilles |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 5.2007, 4, p. 1083-1083
|
Publisher: |
Berkeley Electronic Press |
Subject: | long memory | microeconomic models | field effects | semiparametric tests | conditional |
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