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Nonstationarities in stock returns
Starica, Catalin; Granger, C. W. J. - In: The review of economics and statistics 87 (2005) 3, pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
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Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas; Starica, Catalin - In: The review of economics and statistics 86 (2004) 1, pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
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Nonstationarities in Stock Returns
Starica, Catalin; Granger, Clive - In: The review of economics and statistics 87 (2005) 3, pp. 503-522
Persistent link: https://www.econbiz.de/10006361939
Cover Image
Nonstationarities in Financial Time Series, the Long-range Dependence, and the IGARCH Effects
Mikosch, Thomas; Starica, Catalin - In: The review of economics and statistics 86 (2004) 1, pp. 378-390
Persistent link: https://www.econbiz.de/10006366362