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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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2
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
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