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~isPartOf:"International journal of theoretical and applied finance"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~source:"econis"
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Gil-Alaña, Luis A.
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International journal of theoretical and applied finance
CESifo working papers
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Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
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2
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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