Decomposition of conditional variance persistence through frequency-domain Markov chains
S. Mainardi
| Year of publication: |
2005
|
|---|---|
| Authors: | Mainardi, S. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 8637799. - Vol. 29.2005, 3, p. 111-135
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturverz. S. 127 - 130 |
| Source: |
Persistent link: https://www.econbiz.de/10009952177