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~person:"McAleer, Michael"
~person:"Tansel, Aysit"
~subject:"Börsenkurs"
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Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
states, bootstrap score tests for
fractional
integration
in heteroskedastic ARFIMA models, with an application to price …
Persistent link: https://www.econbiz.de/10010465152
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2
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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