Structural attribution of observed volatility clustering
| Year of publication: |
2006
|
|---|---|
| Authors: | Granger, Clive W.J. ; Machina, Mark J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 135.2006, 1, p. 15-30
|