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Multivariate fractionally integrated APARCH modeling of stock market volatility: a multi-country study

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Bibliographic Details
Previous Title:Conrad, Christian: Fractionally integrated APARCH modeling of stock market volatility
Main Authors: Conrad, Christian (Author) , Karanasos, Menelaos (Author) , Zeng, Ning (Author)
Format: Article (Journal)
Language:English
Published: 2011
In: Journal of empirical finance
Year: 2011, Volume: 18, Issue: 1, Pages: 147-159
ISSN:0927-5398
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Author Notes:Christian Conrad; Menelaos Karanasos; Ning Zeng
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ISSN:0927-5398

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