Mikosch, T. and St aric a, C. (2002) Long range dependence e ects and ARCH modeling. In: Doukhan, P., Oppenheim, G. and Taqqu, M.S. (Eds.) Long Range Dependence. Birkhauser, Boston. To appear. 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) Long range dependence e ects and ARCH modeling. In: Doukhan, P., Oppenheim, G. and Taqqu, M.S. (Eds.) Long Range Dependence. Birkhauser, Boston. To appear.
Changes of Structure in Financial Time Series and the GARCH.. - Mikosch, Starica (2002) Self-citation (Mikosch St) (Correct)
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Mikosch, T. and St aric a, C. (2002) Long range dependence e ects and ARCH modeling. In: Doukhan, P., Oppenheim, G. and Taqqu, M.S. (Eds.) Long Range Dependence. Birkhauser, Boston. To appear.
Implications of Traffic Characteristics on Interdomain Traffic.. - Uhlig (2004) (Correct)
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T. Mikosch and C. Starica. Long-Range Dependence Eects and ARCH Modeling. In P. Doukhan and G. Oppenheim and M. Taqqu (editors), "Theory and Applications of Long-Range Dependence", Birkhuser, Boston, 2002.
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