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~isPartOf:"International journal of theoretical and applied finance"
~person:"Ashcraft, Richard"
~person:"Atkinson, Anthony B."
~person:"Blake, David"
~person:"Gil-Alaña, Luis A."
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International journal of theoretical and applied finance
Discussion paper / The Pensions Institute, Cass Business School, City University
33
Economics and finance working paper series
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Discussion paper series / LSE Financial Markets Group
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UBS paper
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
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Discussion papers of interdisciplinary research project 373
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Applied financial economics
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The economic journal : the journal of the Royal Economic Society
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Discussion paper / Centre for Economic Policy Research
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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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