An empirical study of realized and long-memory GARCH standardized stock-return
Cheong, Chin Wen; Shaari Mohd Nor, Abu Hassan; Isa, Zaidi
- 期刊名称Applied Financial Economics Letters
- 作者Cheong, Chin Wen; Shaari Mohd Nor, Abu Hassan; Isa, Zaidi
- 卷第3卷
- 期第2期
- 印刷ISSN1744-6546
- 电子ISSN1744-6554
- 文件大小314.36KB
- 发表时间2007-03
- DOI10.1080/17446540600883186
- 页码121-127