Volatility dynamics under duration-dependent mixing Journal Articles

authors

• Maheu, John
• McCurdy, Thomas H

status

• published 

publication date

• November 2000

has subject area

• 1402 Applied Economics (FoR)
• 1403 Econometrics (FoR)
• 1502 Banking, Finance and Investment (FoR)
• Finance (Science Metrix)

published in

• Journal of Empirical Finance  Journal

keywords

• 35 Commerce, Management, Tourism and Services
• 3502 Banking, Finance and Investment
• 38 Economics
• 3802 Econometrics

Digital Object Identifier (DOI)

• 10.1016/s0927-5398(00)00018-9

start page

• 345

end page

• 372

volume

• 7

issue

• 3-4