Work

Long memory options: LM evidence and simulations

Year: 2006

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2006.04.001

Authors: Sutthisit Jamdee, Cornelis A. Los

Institutions: St. Cloud State University, Kazakh-British Technical University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123929030

FWCI: 1.586

Cites: 100

Cited by: 16

Related to: 10