Volatility components and long memory-effects revisited

Studies in Nonlinear Dynamics and Econometrics

Volumn 11, Issue 2, 2007, Pages

  Haas, Markus ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248335052     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1411     Document Type: Article

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