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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~person:"Stambaugh, Robert F."
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Bollerslev, Tim
Stambaugh, Robert F.
McAleer, Michael
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
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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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