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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~person:"Gapeev, Pavel V."
~person:"Gil-Alaña, Luis A."
~person:"Rebonato, Riccardo"
~subject:"Großbritannien"
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Großbritannien
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Gapeev, Pavel V.
Gil-Alaña, Luis A.
Rebonato, Riccardo
Al-Fagih, Luluwah
1
Bouchaud, Jean-Philippe
1
Cajueiro, Daniel Oliveira
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Crane, Martin
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International journal of theoretical and applied finance
Economics and finance working paper series
13
CESifo working papers
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
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2
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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