Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Reference24 articles.
1. Mandelbrot B, Fisher A, and Calvet L, A multifractal model of asset returns, 1997, available at http://cowles.econ.yale.edu/P/cd/d11b/d1164.pdf .
2. Savit R, When random is not random: An introduction to chaos in market prices, Journal of Futures Markets, 1988, 8(3): 271–290.
3. Engle R F, Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation, Econometrica, 1982, 50(4): 987–1007.
4. Bollerslev T, Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, 1986, 31(3): 307–327.
5. Nelson D B, Conditional heteroscedasticity in asset returns: A new approach, Journal of Econometrica, 1991, 59(2): 347–370.
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献