Department of Economics and Business Economics

Combining long memory and level shifts in modelling and forecasting the volatility of asset returns

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalQuantitative Finance
Volume18
Issue number3
Pages (from-to)371–393
ISSN1469-7688
DOIs
StatePublished - 2018

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