CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Luis A. Gil-Alana and Arnold Laniepce
| Year of publication: |
2009
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Laniepce, Arnold |
| Published in: |
Stock returns : cyclicity, prediction and economic consequences. - New York, NY : Nova Science Publ., ISBN 978-1-60741-458-2. - 2009, p. 211-220
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | Frankreich | France | 1987-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003945030