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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~person:"Starica, Catalin"
~subject:"Capital income"
~subject:"Risk"
~subject:"Volatility"
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The review of economics and statistics
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Nonstationarities in stock returns
Starica, Catalin
;
Granger, C. W. J.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
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Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
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