Narrow search
Showing 1 - 3 of 3
Cover Image
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, Clive W.J.; Hyung, Namwon - In: Journal of empirical finance 11 (2004) 3, pp. 399
Persistent link: https://www.econbiz.de/10007789877
Cover Image
Volatility estimation via hidden Markov models
Rossi, Alessandro; Gallo, Giampiero M. - In: Journal of empirical finance 13 (2006) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10007225581
Cover Image
Volatility estimation via hidden Markov models
Rossi, Alessandro; Gallo, Giampiero M. - In: Journal of empirical finance 13 (2006) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10003296949