Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach

Zacharias Psaradakis ; Martín Sola

Year of publication:	1995
Authors:	Psaradakis, Zacharias G. ; Sola, Martin
Institutions:	Birkbeck College / Department of Economics (contributor)
Publisher:	London : Dep. of Economics, Birkbeck College
Subject:	Volatilität \| Volatility \| Börsenkurs \| Share price \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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