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"Generalised long-memory GARCH models for intra-daily volatility."

Silvano Bordignon, Massimiliano Caporin, Francesco Lisi (2007)

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DOI: 10.1016/J.CSDA.2006.11.004

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - journals/csda/BordignonCL07
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Silvano Bordignon, Massimiliano Caporin, Francesco Lisi:
Generalised long-memory GARCH models for intra-daily volatility. Comput. Stat. Data Anal. 51(12): 5900-5912 (2007)

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