Long-range dependence in the conditional variance of stock returns
| Year of publication: |
1994
|
|---|---|
| Authors: | Crato, Nuno ; Lima, Pedro J. F. de |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 45.1994, 3, p. 281-285
|
| Publisher: |
Elsevier |