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Modeling long memory in stock market volatility
Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
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Volume, volatility, and leverage: A dynamic analysis
Tauchen, George; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177
Persistent link: https://www.econbiz.de/10006796319
Cover Image
Modeling long memory in stock market volatility
Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-172
Persistent link: https://www.econbiz.de/10006779203