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  1. Christensen, Bent Jesper [Author] ; Nielsen, Morten Ørregaard [Other]; Zhu, Jie [Other]

    Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect : The FIEGARCH-M Model

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    [S.l.]: SSRN, [2008]

    Published in: CREATES Research Paper ; No. 2007-10

  2. Christensen, Bent Jesper [Author]; Nielsen, Morten Ørregaard [Author]; Zhu, Jie [Author]

    Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect : The FIEGARCH-M Model

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, 2008