Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques

Applied Financial Economics Letters

Volumn 2, Issue 1, 2006, Pages 9-12

  Caporale, Guglielmo Maria ^a   Gil Alana, Luis A ^b  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33744975513     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540500396776     Document Type: Article

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