Fractional integration in the volatility series of asset returns
Luis A. Gil-Alana
| Year of publication: |
2003
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
European review of economics and finance. - Lisboa, ZDB-ID 2072873-6. - Vol. 2.2003, 2, p. 41-52
|
| Subject: | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001802671