Analysing long memory and asymmetries

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.6, Iss.2, 2000-06, pp. : 240-258

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Detecting market crashes by analysing long-memory effects using high-frequency data

By Barany E. Varela M. P. Beccar Florescu I. Sengupta I.

Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. : 623-634

Routledge Ltd

Access to resources Recommend Favorite

Power laws and long memory

By Lux T.

Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. : 560-562

Routledge Ltd

Access to resources Recommend Favorite

Asymmetry and Long Memory in Volatility Modeling

By Asai Manabu McAleer Michael Medeiros Marcelo C.

Journal of Financial Econometrics, Vol. 10, Iss. 3, 2012-06 ,pp. : 495-512

Oxford University Press

Access to resources Recommend Favorite

Testing for a rational bubble under long memory

By Frömmel Michael Kruse Robinson

Quantitative Finance, Vol. 12, Iss. 11, 2012-11 ,pp. : 1723-1732

Routledge Ltd

Access to resources Recommend Favorite

Stochastic volatility, power laws and long memory

By Mandelbrot B.B.

Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. : 558-559

Routledge Ltd

Access to resources Recommend Favorite