%0 Journal Article %1 Ding1996 %A Ding, Zhuanxin %A Granger, Clive W. J. %D 1996 %J Journal of Econometrics %K ARCH Long memory model %N 1 %P 185--215 %T Modeling volatility persistence of speculative returns: A new approach %U http://www.sciencedirect.com/science/article/B6VC0-3VW1TT8-7/2/faa86a7bf2fe8d2a2a22bf02d241fc77 %V 73

@article{Ding1996, added-at = {2008-04-21T22:02:42.000+0200}, author = {Ding, Zhuanxin and Granger, Clive W. J.}, biburl = {https://www.bibsonomy.org/bibtex/23dfa9caf0712b31caf2a3b396656a3c3/smicha}, description = {Journal of Econometrics}, interhash = {98a7036391f3683394162d6bb6746d32}, intrahash = {3dfa9caf0712b31caf2a3b396656a3c3}, journal = {Journal of Econometrics}, keywords = {ARCH Long memory model}, month = Jul, number = 1, pages = {185--215}, timestamp = {2008-04-21T22:05:53.000+0200}, title = {Modeling volatility persistence of speculative returns: A new approach}, url = {http://www.sciencedirect.com/science/article/B6VC0-3VW1TT8-7/2/faa86a7bf2fe8d2a2a22bf02d241fc77}, volume = 73, year = 1996 }