Volatility Dynamics Under Duration-Dependent Mixing
Year of publication: |
[2012]
|
---|---|
Authors: | Maheu, John M. |
Other Persons: | McCurdy, Thomas H. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Empirical Finance, Vol. 7, 2000 |
Classification: | C5 - Econometric Modeling ; C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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