Signal Extraction Can Generate Volatility Clusters from Iid Shocks Preprint

Bidarkota, Prasad V, Mcculloch, J Huston. (2003). Signal Extraction Can Generate Volatility Clusters from Iid Shocks . 10.2139/ssrn.447860

cited authors

  • Bidarkota, Prasad V; Mcculloch, J Huston

authors

publication date

  • January 1, 2003

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)