Modelling long memory in stock market volatility
Subtitle: a fractionally integrated generalised arch approach
By: Zacharias Psaradakis, Martin Sola.
Contributors: Sola, Martin.
Series: Economics discussion paper series / Bristol University, Department of Economics -- no.95/394; Economics discussionpaper (Bristol University, Department of Economics) -- no.95/394.
Publisher: Bristol University, Department of Economics
Published: 1995
Place of publication: Bristol
Language: eng