Sciweavers

69
Voted
CSDA
2008
55views more  CSDA 2008»

Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH

15 years 3 months ago
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
Esther Ruiz, Helena Veiga
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where CSDA
Authors Esther Ruiz, Helena Veiga
Comments (0)