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Subject: Implied Volatility Subject: Persistence Repository: 73 Language: Inglés

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Title: Measuring persistence in stock market volatility using the FIGARCH approach
Author: Bentes, S. R.
Language: Inglés
Repository: 73
Subject: Long memory / Volatility / Persistence / Modelos GARCH / IGARCH / FIGARCH

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Title: Modeling long memory in the EU stock market: evidence from the STOXX 50 returns
Author: Bentes, S. / Ferreira, N. B.
Language: Inglés
Repository: 73
Subject: Stock long-memory / Persistence / Volatility / Conditional variance / FIGARCH

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