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1 Ergebnisse
1
Long memory and nonlinearities in realized volatility
a Markov switching approach Working papers DSE / Dipartimento di Scienze Economiche, Università degli Studi di Bologna ; no 694
Bordignon, Silvano
;
Raggi, Davide
, February 6, 2010
Link:
http://dx.doi.org/10.6092/unibo/amsacta/4547
RT Book, Whole T1 <Title>Long memory and nonlinearities in realized volatility</Title> : <SubTitle>a Markov switching approach</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B100231531&Exemplar=1&LAN=DE A1 Bordignon, Silvano A1 Raggi, Davide PB Dipartimento di Scienze economiche DSE PP Bologna YR 2010 NO 1 Online-Ressource (circa 40 Seiten) : Illustrationen T3 Working papers DSE / Dipartimento di Scienze Economiche, Università degli Studi di Bologna ; no 694 VO no 694 LK http://hdl.handle.net/10419/159535 DO http://hdl.handle.net/10419/159535 LK http://dx.doi.org/10.6092/unibo/amsacta/4547 DO http://dx.doi.org/10.6092/unibo/amsacta/4547 LK http://dx.doi.org/10.6092/unibo/amsacta/4547 DO 10.6092/unibo/amsacta/4547 LK http://dx.doi.org/10.6092/unibo/amsacta/4547 SF ELIB - SuUB Bremen
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