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Unit roots and the estimation of interest rate dynamics
Ball, Clifford A. - In: Journal of empirical finance 3 (1996) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10001208672
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Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Journal of empirical finance 17 (2010) 3, pp. 460-470
Persistent link: https://www.econbiz.de/10009267288