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person:"Grammig, Joachim"
~isPartOf:"Journal of econometrics"
~person:"Lux, Thomas"
~person:"Salisu, Afees A."
~subject:"Effizienzmarkthypothese"
~subject:"Finanzmarkt"
~subject:"Volatilität"
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Grammig, Joachim
Lux, Thomas
Salisu, Afees A.
Tauchen, George Eugene
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Todorov, Viktor
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Li, Jia
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Kim, Donggyu
4
Bollerslev, Tim
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Wang, Yazhen
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Journal of econometrics
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Long memory in economics : with 50 tables
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Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
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