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2007 | ||
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2 | EE | Silvano Bordignon, Massimiliano Caporin, Francesco Lisi: Generalised long-memory GARCH models for intra-daily volatility. Computational Statistics & Data Analysis 51(12): 5900-5912 (2007) |
2006 | ||
1 | EE | Davide Raggi, Silvano Bordignon: Comparing stochastic volatility models through Monte Carlo simulations. Computational Statistics & Data Analysis 50(7): 1678-1699 (2006) |
1 | Massimiliano Caporin | [2] |
2 | Francesco Lisi | [2] |
3 | Davide Raggi | [1] |