Author:
Gil-Alana Luis A.,Tripathy Trilochan
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference25 articles.
1. Long memory and structural breaks in modelling the return and volatility dynamics of precious metals;Arouri;Q. Rev. Econ. Financ.,2012
2. An exponential model in the spectrum of a scalar time series;Bloomfield;Biometrika,1973
3. Generalised autoregressive conditional heteroscedasticity;Bollerslev;Econometrica,1986
4. Bollerslev, T., Engle, R., Nelson, D., 2003. In: Engel, R., Mcfadden, D., (Eds.), Handbook of Econometrics, vol. 4 (Chapter 39).
5. Semiparameteric estimation of long memory volatility dependencies: the role of high frequency data;Bollerslev;J. Econom.,2000
Cited by
36 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