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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Koopman, Siem Jan"
~subject:"Estimation"
~subject:"Metallmarkt"
~subject:"Theory"
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Bollerslev, Tim
Koopman, Siem Jan
Kapetanios, George
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
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1994
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current version
Persistent link: https://www.econbiz.de/10000891757
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
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