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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Canada"
~subject:"Share price"
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Engle, Robert F.
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Department of Economics, University of California San Diego
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The review of financial studies
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Covid economics : vetted and real-time papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forecasting volatility in the financial markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
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1993
)
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pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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