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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~subject:"Nonparametric statistics"
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Bollerslev, Tim
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ECONIS (ZBW)
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
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1994
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Persistent link: https://www.econbiz.de/10000891757
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
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1994
Persistent link: https://www.econbiz.de/10000896214
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