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dc.contributor.author Bollerslev, T
dc.contributor.author Mikkelsen, HO
dc.date.accessioned 2010-03-09T15:29:12Z
dc.date.issued 1999-09
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000081729000003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation JOURNAL OF ECONOMETRICS, 1999, 92 (1), pp. 75 - 99
dc.identifier.issn 0304-4076
dc.identifier.uri http://hdl.handle.net/10161/1894
dc.format.extent 75 - 99
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF ECONOMETRICS
dc.relation.isversionof 10.1016/S0304-4076(98)00086-4
dc.subject option pricing
dc.subject leaps
dc.subject stock market volatility
dc.subject long memory
dc.subject fractionally integrated EGARCH
dc.title Long-term equity anticipation securities and stock market volatility dynamics
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000081729000003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 1
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 92

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