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Microeconomic models for long memory in the volatility of financial time series

Alan Kirman () and Gilles Teyssiãˆre

No 1593, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2002-01-01
Note: In : Studies in Nonlinear Dynamics and Econometrics, 5(4), 281-302, 2002
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Journal Article: Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002) Downloads
Working Paper: Microeconomic models for long-memory in the volatility of financial time series (2002) Downloads
Working Paper: Microeconomic Models for Long-Memory in the Volatility of Financial Time Series (2001)
Working Paper: Microeconomic Models for Long-Memory in the Volatility of Financial Time Series (2001)
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