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

Alan Kirman and Gilles Teyssière

No 1593, LIDAM Reprints CORE 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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Related works:
Journal Article: Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002)
Working Paper: Microeconomic models for long-memory in the volatility of financial time series (2002)
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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