Fractional integration in the stock market volatility series
Luis A. Gil-Alana
| Year of publication: |
2002
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 8, p. 775-783
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Japan | Frankreich | France | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001763176