List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modeling and pricing long memory in stock market volatility Journal of Econometrics | 2001-05-17 | Paper |
| Long-term equity anticipation securities and stock market volatility dynamics Journal of Econometrics | 2000-04-02 | Paper |
| Fractionally integrated generalized autoregressive conditional heteroskedasticity Journal of Econometrics | 1997-07-14 | Paper |
Research outcomes over time
This page was built for person: Hans Ole Mikkelsen
