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How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Cover Image
How long memory in volatility affects true dependence structure
de Melo Mendes, Beatriz Vaz; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1087
Persistent link: https://www.econbiz.de/10008899411
Cover Image
How long memory in volatility affects true dependence structure
de Melo Mendes, Beatriz Vaz; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1086
Persistent link: https://www.econbiz.de/10008141203