Mikosch, T. and St aric a, C. (2002) Changes of structure in nancial time series and the GARCH model Preprint. Available at www.math.chalmers.se/~starica Home/Search Document Not in Database Summary Related Articles Check |
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Non-Stationarities in Financial Time Series, the Long Range.. - Mikosch, Starica (2002) Self-citation (Mikosch St) (Correct)
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Mikosch, T. and St aric a, C. (2002) Changes of structure in nancial time series and the GARCH model Preprint. Available at www.math.chalmers.se/~starica
A Simple Non-Stationary Model for Stock Returns - Drees, Starica (2002) Self-citation (St) (Correct)
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Mikosch, T. and St aric a, C. (2002) Changes of structure in nancial time series and the GARCH model Preprint. Available at www.math.chalmers.se/~starica
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