Long Memory and Nonlinearity in Financial Return Volatility: Modelling, Testing and Estimation

Program
Fulbright Visiting Scholar Program
Program Country
Grant Activity Type
Research
Discipline
Academic Year
Dates
-
Flex
No
Scholar type
Non-U.S. (Visiting) Scholar
Project Title
Long Memory and Nonlinearity in Financial Return Volatility: Modelling, Testing and Estimation

Scholar Information

Grantee
Claudio Morana
Title
Associate Professor
Department
Department of Economics
Host Institutions
Faculty
Prof. Richard Baillie
Host Department
Department of Economics