Microeconomic models for long memory in the volatility of financial time series
| Authors: | KIRMAN, Alan ; TEYSSIÈRE, Gilles |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
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| Type of publication: | Book / Working Paper |
| Notes: | In : Studies in Nonlinear Dynamics and Econometrics, 5(4), 281-302, 2002 Number -1593 |
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Persistent link: https://www.econbiz.de/10010927552