ARCH–GARCH approaches to modeling high-frequency financial...

Physica A: Statistical Mechanics and its Applications 2004 Vol. 344; Iss. 1-2

ARCH–GARCH approaches to modeling high-frequency financial data

Boris Podobnik, Plamen Ch. Ivanov, Ivo Grosse, Kaushik Matia, H. Eugene Stanley
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Volume:
344
Year:
2004
Language:
english
Pages:
5
DOI:
10.1016/j.physa.2004.06.120
File:
PDF, 196 KB
english, 2004
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