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Modeling and pricing long-memory in stock-market volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperConference abstract in journalResearch

  • Tim Bollerslev, Denmark
  • Hans Ole Æ. Mikkelsen, Denmark
  • Department of Business Studies
Original languageEnglish
JournalJournal of Finance
Volume50
Issue3
ISSN0022-1082
Publication statusPublished - 1995
EventFifty-Fifth Annual Meeting, American Finance, Association - Washington D.C., United States
Duration: 6 Jan 19958 Jan 1995
Conference number: 55

Conference

ConferenceFifty-Fifth Annual Meeting, American Finance, Association
Number55
CountryUnited States
CityWashington D.C.
Period06/01/199508/01/1995

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ID: 48191