Modeling long memory in stock market volatility
| Year of publication: |
2000
|
|---|---|
| Authors: | Liu, Ming |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 99.2000, 1, p. 139-172
|