Modeling Financial Return Dynamics via Decomposition
Anatolyev, Stanislav; Gospodinov, Nikolay
- 期刊名称Journal of Business & Economic Statistics
- 作者Anatolyev, Stanislav; Gospodinov, Nikolay
- 卷第28卷
- 期第2期
- 印刷ISSN0735-0015
- 电子ISSN1537-2707
- 文件大小303.48KB
- 发表时间2010-04
- DOI10.1198/jbes.2010.07017
- 页码232-245