Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects
Research output: Contribution to journal › Journal article › Research › peer-review
Udgivelsesdato: 2004
| Original language | English |
|---|---|
| Journal | Review of Economics and Statistics |
| Volume | 86 |
| Pages (from-to) | 378--390 |
| ISSN | 0034-6535 |
| Publication status | Published - 2004 |
ID: 11760931