On a generalised model for time-dependent variance with...

EPL (Europhysics Letters) 2007 / 11 Vol. 80; Iss. 3

On a generalised model for time-dependent variance with long-term memory

Duarte Queirós, S. M.
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Volume:
80
Language:
english
Journal:
Europhysics Letters (EPL)
DOI:
10.1209/0295-5075/80/30005
Date:
November, 2007
File:
PDF, 145 KB
english, 2007
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