How long memory in volatility affects true dependence structure
| Year of publication: |
2008
|
|---|---|
| Authors: | de Melo Mendes, Beatriz Vaz ; Kolev, Nikolai |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 17.2008, 5, p. 1070-1086
|