Work

Microeconomic Models for Long Memory in the Volatility of Financial Time Series

Year: 2001

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1162/10811820160130260

Authors: Alan Kirman, Gilles Teyssière

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3023736867

FWCI: 11.78

Cites:

Cited by: 95

Related to: 10