The war on terror and its impact on the long-term volatility of financial markets-Reference-Cited by-同舟云学术

The war on terror and its impact on the long-term volatility of financial markets

Published:2008-01 Issue:1 Volume:17 Page:1-26
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Fernandez Viviana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

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2. Maximum likelihood estimation of the difference parameter for invertible short and long memory autoregressive integrated moving average models;Beran;Journal of the Royal Statistical Society B,1995

3. SEMIFAR forecasts, with applications to foreign exchange rates;Beran;Journal of Statistical Planning and Inference,1999

4. Applied wavelet analysis with S-plus;Bruce,1996

5. Wavelet transforms and commodity prices;Connor;Studies in Nonlinear Dynamics and Econometrics,2005

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