Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects
Thomas Mikosch and Cătălin StăricăVolume:
86
Language:
english
Pages:
13
Journal:
The Review of Economics and Statistics
DOI:
10.2307/3211680
Date:
February, 2004
File:
PDF, 935 KB
english, 2004