Temporal aggregation of equity return time-series models (Q929677): Difference between revisions

@@ Property / DOI @@
-.1016/j.matcom.2008.01.010
@@ Property / DOI: 10.1016/j.matcom.2008.01.010 / rank @@
-Normal rank
@@ Property / author @@
-Wai Sum Chan
@@ Property / author: Wai Sum Chan / rank @@
-Normal rank
@@ Property / author @@
-Siu Hung Cheung
@@ Property / author: Siu Hung Cheung / rank @@
-Normal rank
@@ Property / author @@
-Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
-Normal rank
@@ Property / author @@
+Wai Sum Chan
@@ Property / author: Wai Sum Chan / rank @@
+Normal rank
@@ Property / author @@
+Siu Hung Cheung
@@ Property / author: Siu Hung Cheung / rank @@
+Normal rank
@@ Property / author @@
+Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
+Normal rank
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.matcom.2008.01.010
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@@ Property / cites work @@
+Kurtosis of GARCH and stochastic volatility models with non-normal innovations
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+Temporal aggregation of volatility models
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+Q3393449
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@@ Property / DOI @@
+.1016/J.MATCOM.2008.01.010
@@ Property / DOI: 10.1016/J.MATCOM.2008.01.010 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:929677