Structural attribution of observed volatility clustering
| Year of publication: |
2006
|
|---|---|
| Authors: | Granger, Clive W.J. ; Machina, Mark J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 15-29
|
| Publisher: |
Elsevier |