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~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Estimation"
~type_genre:"Article in journal"
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Caporale, Guglielmo Maria
Fabozzi, Frank J.
Cook, Steven
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Abu Hassan Shaari Mohd Nor
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Applied financial economics letters
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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