Microeconomic Models for Long Memory in the Volatility of Financial Time Series-Reference-Cited by-同舟云学术

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Microeconomic Models for Long Memory in the Volatility of Financial Time Series

Published:2002-01-01 Issue:4 Volume:5 Page:
ISSN:1558-3708
Container-title:Studies in Nonlinear Dynamics & Econometrics
language:
Short-container-title:

Author:

Kirman Alan,Teyssière Gilles

Publisher

Walter de Gruyter GmbH

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Analysis,Economics and Econometrics,Social Sciences (miscellaneous),Analysis

Link

https://www.degruyter.com/view/j/snde.2002.5.4/snde.2002.5.4.1083/snde.2002.5.4.1083.pdf

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