Long memory conditional volatility and asset allocation
| Year of publication: |
2013
|
|---|---|
| Authors: | Harris, Richard D.F. ; Nguyen, Anh |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 2, p. 258-273
|