Modeling volatility persistence of speculative returns: A new approach
| Year of publication: |
1996
|
|---|---|
| Authors: | Ding, Zhuanxin ; Granger, Clive W. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 73.1996, 1, p. 185-215
|
| Publisher: |
Elsevier |