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Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906276
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On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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Volatilita měnového kurzu Kč
Vávra, Marián - In: Statistika : statistics and economy journal 37 (2000) 2, pp. 75-87
Persistent link: https://www.econbiz.de/10001513023
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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151421