000 | 00584nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aLardic, Sandrine and Mignon, Valerie | ||
240 | _aJournal of Emerging Market Finance(Q) | ||
245 | _aTerm premium and long range dependence in Volatility: a FIGARCH M estimation on some Asian countries | ||
246 |
_aJ7769 _f2004 |
||
260 | _c2004 | ||
300 |
_bV. 3 _cIssue. 1 _a1-19 |
||
366 | _b2004 | ||
366 | _bJan - Apr | ||
650 | _aFinance | ||
653 | _aTerm premium;Long term memory;FIGARCH in mean processes; | ||
942 | _cJA | ||
999 |
_c43707 _d43707 |