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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Routledge advances in applied financial econometrics"
~subject:"Volatility"
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Econometric Institute research papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Routledge advances in applied financial econometrics
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Frontiers in time series and financial econometrics : an overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
-
2015
Persistent link: https://www.econbiz.de/10011346240
Saved in:
2
Financial mathematics, volatility and covariance modelling
Chevallier, Julien
(
ed.
);
Goutte, Stéphane
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012002815
Saved in:
3
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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