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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"The journal of futures markets"
~person:"Daigler, Robert T."
~person:"Zhang, Jin E."
~subject:"ARCH model"
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MPRA Paper
International journal of forecasting
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
The journal of futures markets
International journal of banking, accounting and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Persistence of volatility in futures markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
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