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~person:"Chou, Heng-chih"
~person:"Patterson, Donald G."
~subject:"fractional integrated volatility models"
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fractional integrated volatility models
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Chou, Heng-chih
Patterson, Donald G.
Chang, Chao-chi
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Wu, Chun-chou
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Chang, Chao-chi
;
Chou, Heng-chih
;
Wu, Chun-chou
- In:
Maritime economics & logistics : a quarterly scientific …
16
(
2014
)
3
,
pp. 298-320
Persistent link: https://www.econbiz.de/10010414973
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