Modeling long memory in stock market volatility
Year of publication: |
2000
|
---|---|
Authors: | Liu, Ming |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 1, p. 139-171
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Theorie | Theory | Momentenmethode | Method of moments |
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