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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Baillie, Richard"
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Special issue on high frequency data in finance ; Pt. 2
Baillie, Richard
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001558702
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