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Asymmetry and long-memory volatility: Some empirical evidence using GARCH

Asymmetry and long-memory volatility: Some empirical evidence using GARCH

Chin Wen Cheong; Abu Hassan Shaari Mohd Nor; Zaidi Isa

作者Chin Wen Cheong; Abu Hassan Shaari Mohd Nor; Zaidi Isa
卷第373卷
印刷ISSN0378-4371
文件大小301.11KB
发表时间2007
DOI10.1016/j.physa.2006.05.050
页码651-664

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