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Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
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Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
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Structural attribution of observed volatility clustering
Granger, Clive W.J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10007279946
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