East Lansing, MI 48824-1121
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
in Total Papers Citations
ARFIMA Models, Impulse Response, Long Memory
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2627658.
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BDS test, correlation dimension, FIGARCH, high frequency data, intra day periodicity, volatility
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: RODE.
File name: ECTJ.
Autoregressive approximation, Confidence intervals, Impulse response function, Persistence
ARFIMA, FIGARCH, long memory, structural change, inflation, G7
FIGARCH, long memory, structural change, stock market volatility
Stock returns, volatility, market closings, GARCH
stock returns, volatility, risk, expected return
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