1 research outputs found
Flogarch: Realizing Long Memory and Asymmetries in Returns Volatility
- Author
- A J Patton
- A J Patton
- B J Christensen
- B Mandelbrot
- B Zhou
- C Fern�ndez
- C K� Uppelberg
- D B Nelson
- D B Nelson
- E Paparoditis
- E Sentana
- F Black
- F Corsi
- F M Bandi
- F X Diebold
- G Gonz�lez-Rivera
- H M Anderson
- H Vander Elst
- Harry Vander Elst
- J Davidson
- J Granger
- J Jacod
- J.-M Zakoian
- K Christensen
- L Giraitis
- L R Glosten
- L Zhang
- M Barigozzi
- M Caporin
- M Luciani
- M Mcaleer
- M P Visser
- M Podolskij
- N Hansen
- N Shephard
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P Christoffersen
- P J Brockwell
- P Lambert
- P M Robinson
- P R Hansen
- P R Hansen
- P R Hansen
- P R Hansen
- P R Hansen
- P R Hansen
- P R Hansen
- P Zaffaroni
- R Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R S Tsay
- R T Baillie
- S R Lopes
- S R Lopes
- S T Jensen
- S.-W Lee
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- U M � Uller
- V Kazakevicius
- Y Tse
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study