A source of long memory in volatility :: Namwon Hyung :: Manchester Business School 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title A source of long memory in volatility
Author Namwon Hyung
Contributors Ser-Huang Poon, C. W. J. Granger, Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 10 Jun., 2010).

Topics

Options (Finance) :: Mathematical models
England

Catalogue Data

OBNB ID GBB071710
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 52 p.

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A source of long memory in volatility by Namwon Hyung. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.