Long memory process in asset returns with multivariate GARCH innovations
Imène Mootamri
| Year of publication: |
2011
|
|---|---|
| Authors: | Mootamri, Imène |
| Published in: |
Economics research international. - New York, NY [u.a.] : Hindawi Publ. Corp., ISSN 2090-2123, ZDB-ID 26103011. - 2011, p. 1-15
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010009021