%0 Journal Article %1 Ruiz2008 %A Ruiz, Esther %A Veiga, Helena %D 2008 %J Computational Statistics & Data Analysis %K Autocorrelations absolute and of squares values %N 6 %P 2846--2862 %T Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH %U http://www.sciencedirect.com/science/article/B6V8V-4PV947N-1/1/a065a8d529569a803537c52f6395de7e %V 52

@article{Ruiz2008, added-at = {2008-04-23T14:55:19.000+0200}, author = {Ruiz, Esther and Veiga, Helena}, biburl = {https://www.bibsonomy.org/bibtex/258985df23fe6ffddd104ea916495627c/smicha}, day = 20, interhash = {57b7485290999665313aa4e9b840b63c}, intrahash = {58985df23fe6ffddd104ea916495627c}, journal = {Computational Statistics \& Data Analysis}, keywords = {Autocorrelations absolute and of squares values}, month = Feb, number = 6, pages = {2846--2862}, timestamp = {2008-04-23T14:59:06.000+0200}, title = {Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH}, url = {http://www.sciencedirect.com/science/article/B6V8V-4PV947N-1/1/a065a8d529569a803537c52f6395de7e}, volume = 52, year = 2008 }