Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Feng, Yuanhua ; Mcneil, Alexander J. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 25.2008, 5, p. 850-867
|