Long-range dependence in the conditional variance of stock returns

Nuno Crato ; Pedro J. F. de Lima

Year of publication:	1994
Authors:	Crato, Nuno
Other Persons:	DeLima, Pedro J. F. (contributor)
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 45.1994, 3, p. 281-285
Subject:	Zeitreihenanalyse \| Time series analysis \| Börsenkurs \| Share price \| Theorie \| Theory

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