Lardic, Sandrine and Mignon, Valerie <br/><br/>
Term premium and long range dependence in Volatility: a FIGARCH M estimation on some Asian countries 
 J7769  2004 

 -  2004 
 - 1-19  V.  3  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance
<br/><br/><label>Subjects--Index Terms: </label>Term premium;Long term memory;FIGARCH in mean processes;