$Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach$
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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach

Zacharias G. Psaradakis

Publication Data

Title Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Author Zacharias G. Psaradakis
Contributors Martin Sola, Birkbeck College
Publisher Birkbeck College
Publication date 1995
Publication location London
Language English

Topics

Stock exchanges :: Econometric models

Catalogue Data

OBNB ID GB9815213
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 21 p.
P1042 Includes bibliographical references.

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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach by Zacharias G. Psaradakis. Published by Birkbeck College in 1995. Publication and catalogue information, links to buy online and reader comments.