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~isPartOf:"The review of economics and statistics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
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The review of economics and statistics
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The effect of long memory in
volatility
on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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