Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Year of publication: |
2002
|
---|---|
Authors: | Kirman, Alan ; Teyssière, Gilles |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 5.2002, 4
|
Publisher: |
De Gruyter |
Subject: | long memory | microeconomic models | field effects | semiparametric tests | conditional heteroskedasticity |
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Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Kirman, Alan, (2002)
-
Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Kirman, Alan, (2007)
-
Microeconomic models for long-memory in the volatility of financial time series.
KIRMAN, Alan, (2002)
- More ...
-
Microeconomic models for long memory in the volatility of financial time series
KIRMAN, Alan,
-
Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Kirman, Alan, (2007)
-
Microeconomic models for long-memory in the volatility of financial time series.
KIRMAN, Alan, (2002)
- More ...