Narrow search
Showing 1 - 3 of 3
Cover Image
Term premium and long-range dependence in volatility : a FIGARCH-M estimation on some Asian countries
Lardic, Sandrine; Mignon, Valérie - In: Journal of emerging market finance 3 (2004) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002073269
Cover Image
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Cover Image
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122