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subject:"Volatility"
person:"Cheung, Yin-Wong"
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Volatility
Estimation theory
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Cheung, Yin-Wong
Koopman, Siem Jan
19
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16
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International journal of finance & economics : IJFE
1
Journal of econometrics
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ECONIS (ZBW)
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1
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
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2
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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