Modeling and pricing long memory in stock market volatility (Q1922362)

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Modeling and pricing long memory in stock market volatility
scientific article

    Statements

    title
    Modeling and pricing long memory in stock market volatility (English)
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    author
    Tim Bollerslev
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    Hans Ole Mikkelsen
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    publication date
    17 May 2001
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    cites work
    Q4769776
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    Q5841817
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    Q4409939
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    Q3374319
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    Q3727186
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    Q4727203
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B84
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    91B24
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    zbMATH DE Number
    922048
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    Wikidata QID
    Q56763925
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    OpenAlex ID
    W2139395482
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