XploRe 4.0, an interactive statistical computing environment
Year of publication: |
1998
|
---|---|
Authors: | Teyssière, Gilles |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 13.1998, 6, p. 673-679
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
Similar items by person
-
Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Kirman, Alan, (2002)
-
Modelling exchange rates volatility with multivariate long-memory ARCH processes
Teyssière, Gilles, (1999)
-
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
Giraitis, Liudas, (1999)
- More ...