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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 73.1996, 1, p. 185-216
|