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Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets

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Identiferoai:union.ndltd.org:mcgill.ca/oai:escholarship.mcgill.ca:qb98mh26s
Date January 2002
CreatorsOliveira Lima, Jorge Claudio Cavalcante de.
ContributorsGalbraith, John W. (Supervisor)
PublisherMcGill University
Source SetsMcGill University
Languagehttp://id.loc.gov/vocabulary/iso639-2/eng
Detected LanguageEnglish
TypeThesis
RightsAll items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated.
RelationPid: 38164, Proquest: NQ78658

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