Standard and seasonal long memory in volatility: an application to Spanish inflation
| Year of publication: |
2012
|
|---|---|
| Authors: | Arteche, Josu |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 42.2012, 3, p. 693-712
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Inflation | Volatility | Long memory | Seasonality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010557883