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~isPartOf:"Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie"
~isPartOf:"International review of financial analysis"
~person:"Mendes, Beatriz Vaz de Melo"
~subject:"ARCH model"
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Mendes, Beatriz Vaz de Melo
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
International review of financial analysis
International journal of managerial finance : IJMF
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How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo
;
Kolev, Nikolai
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
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