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Starica, Catalin
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Granger, Clive
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Mikosch, Thomas
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The review of economics and statistics
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1
Nonstationarities in Stock Returns
Starica, Catalin
;
Granger, Clive
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 503-522
Persistent link: https://www.econbiz.de/10006361939
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2
Nonstationarities in Financial Time Series, the Long-range Dependence, and the IGARCH Effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10006366362
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