Fractionally Integrated Models with ARCH Errors
| Year of publication: |
1998
|
|---|---|
| Authors: | Hauser, Michael A. ; Kunst, Robert M. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 10.1998, 1, p. 95-114
|