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~isPartOf:"Finance and economics discussion series"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The review of economics and statistics"
~person:"Christensen, Bent Jesper"
~subject:"Volatility"
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Finance and economics discussion series
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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