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1 Ergebnisse
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Long Memory, Realized Volatility and Heterogeneous Autoregr..:
Baillie, Richard T.
;
Calonaci, Fabio
;
Cho, Dooyeon
.
Journal of Time Series Analysis. 40 (2019) 4 - p. 609-628 , 2019
Link:
https://doi.org/10.1111/jtsa.12470
RT Journal T1
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_jtsa.12470&Exemplar=1&LAN=DE A1 Baillie, Richard T. A1 Calonaci, Fabio A1 Cho, Dooyeon A1 Rho, Seunghwa PB Wiley YR 2019 SN 0143-9782 SN 1467-9892 JF Journal of Time Series Analysis VO 40 IS 4 SP 609 OP 628 LK http://dx.doi.org/https://doi.org/10.1111/jtsa.12470 DO https://doi.org/10.1111/jtsa.12470 SF ELIB - SuUB Bremen
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