Stochastic volatility in the Spanish stock market : a long memory model with a structural break
Luis A. Gil-Alana, Juncal Cunado and Fernando Perez de Gracia
| Year of publication: |
2008
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Cuñado Eizaguirre, Juncal ; Perez de Gracia, Fernando |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 1/2, p. 23-31
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| Subject: | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Spanien | Spain | 2001-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003744669