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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~subject:"Theory"
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Bollerslev, Tim
Caporale, Guglielmo Maria
Mills, Terence C.
Wen, Yi
49
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
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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