Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries - Archive ouverte HAL
Article Dans Une Revue Journal of Emerging Market Finance Année : 2004

Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries

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hal-04677076 , version 1 (25-08-2024)

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  • HAL Id : hal-04677076 , version 1

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Sandrine Lardic, Valérie Mignon. Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries. Journal of Emerging Market Finance, 2004, 3 (1), pp.1-19. ⟨hal-04677076⟩
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