Dynamic factor long memory volatility

Richard D. F. Harris, Anh T. H. Nguyen

Research output: Contribution to journal › Article (Academic Journal) › peer-review

1 Citation (Scopus)

411 Downloads (Pure)

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- Last Name(descending)

Professor Richard D F Harris
- richard.harrisbristol.acuk
- University of Bristol Business School - Professor of Finance
Person: Academic