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~isPartOf:"Journal of empirical finance"
~person:"Conrad, Christian"
~person:"Karanasos, Menelaos"
~subject:"Theorie"
~subject:"volatility feedback"
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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