Author:
Kazakevičius Vytautas,Leipus Remigijus,Viano Marie-Claude
Subject
Applied Mathematics,Economics and Econometrics
Reference18 articles.
1. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001
2. Modeling volatility persistence of speculative returns;Ding;Journal of Econometrics,1996
3. A long memory property of stock market returns and a new model;Ding;Journal of Empirical Finance,1993
4. Advanced Probability Theory;Galambos,1988
5. Stationary ARCH models;Giraitis;Econometric Theory,2000
Cited by
27 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