Author:
Carbone A.,Castelli G.,Stanley H.E.
Subject
Condensed Matter Physics,Statistics and Probability
Reference17 articles.
1. An Introduction to Econophysics;Mantegna,2000
2. An Introduction to High-Frequency Finance;Dacorogna,2001
3. Autoregressive conditional heteroskedaticity with estimates of the variance of United Kingdom inflation;Engle;Econometrica,1982
4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986
5. New frontiers for ARCH models;Engle;J. Appl. Econometrics,2002
Cited by
322 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