| A research on long memory in volatilities of Chinese stock returns | |
| Song, LX | |
| 会议名称 | PROCEEDINGS OF THE 2007 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING, FINANCE ANALYSIS SECTION |
| 会议日期 | 2007 |
| 会议地点 | 514-519 |
| 关键词 | long memory volatility FIGARCH model FIPARCH model |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6731718 |
| 专题 | 湖南大学 |
| 作者单位 | Hunan Univ, Sch Design, Changsha 410082, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, LX. A research on long memory in volatilities of Chinese stock returns[C]. 见:PROCEEDINGS OF THE 2007 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING, FINANCE ANALYSIS SECTION. 514-519. 2007. |
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