Modeling and pricing long memory in stock market volatility
type: Item
instance of: scholarly article
title: Modeling and pricing long memory in stock market volatility
zbMATH Open document ID: 0960.62560
DOI: 10.1016/0304-4076(95)01736-4
author: Tim Bollerslev
author: Hans Ole Mikkelsen
published in: Journal of Econometrics
publication date: 2001-05-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 922048
Wikidata QID: Q56763925
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01736-4
OpenAlex ID: W2139395482
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description: scientific article; zbMATH DE number 922048