Volatility of Stock-Market Indexes -- An Analysis Based on SEMIFAR Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Beran, Jan ; Ocker, Dirk |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 19.2001, 1, p. 103-116
|