Long memory conditional volatility and asset allocation

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

Original language	Undefined/Unknown
Pages (from-to)	258-273
Number of pages	16
Journal	International Journal of Forecasting
Volume	29
Issue number	2
Publication status	Published - 2013

Handle.net

@article{ec47f73bb3284b68ba985e19725de9a6,

title = "Long memory conditional volatility and asset allocation",

author = "Harris, {Richard D. F.} and Anh Nguyen",

year = "2013",

language = "Undefined/Unknown",

volume = "29",

pages = "258--273",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

number = "2",

}