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person:"Peersman, Gert"
~isPartOf:"The review of economics and statistics"
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
~subject:"Volatility"
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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