Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational Statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Short-, long- and cross-term c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Heavy tails
1
Long memory
1
Volatility
1
Wavelets
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Jach, Agnieszka
1
Kokoszka, Piotr
1
Published in...
All
Computational Statistics
Meddelanden från Svenska Handelshögskolan
3
The European journal of finance
3
Journal of Time Series Analysis
2
Applied economics
1
Applied economics letters
1
Computational Statistics & Data Analysis
1
Financial Review
1
Journal of Multinational Financial Management
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of multinational financial management
1
Nordic journal of business : NJB
1
Pacific-Basin finance journal
1
The European Journal of Finance
1
The econometrics journal
1
The journal of corporate finance : contracting, governance and organization
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models
Jach, Agnieszka
;
Kokoszka, Piotr
- In:
Computational Statistics
25
(
2010
)
1
,
pp. 163-182
Persistent link: https://www.econbiz.de/10008596094
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
