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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Estimating long memory in volatility
Hurvich, Clifford M.
;
Moulines, Eric
;
Soulier, Philippe
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1283-1328
Persistent link: https://www.econbiz.de/10003013700
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Option pricing in arch-type models
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001240800
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