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subject:"Theorie"
~isPartOf:"Journal of empirical finance"
~person:"Fornari, Fabio"
~person:"Granger, C. W. J."
~person:"Lee, Lung-fei"
~person:"McAleer, Michael"
~subject:"Soziale Beziehungen"
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Fornari, Fabio
Granger, C. W. J.
Lee, Lung-fei
McAleer, Michael
Kim, Chang-Jin
2
Nelson, Charles R.
2
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2
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Journal of empirical finance
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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2
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
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