Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling, Market Dynamics and VolatilityARCH modeling in financeJournal of Econometrics · 1992TTim Bollerslev·RRay Yeutien Chou·KKenneth F. Kroner0 KT citations40 views0 saves0 references AbstractAbstract metadata is not available.Research topicsComplex Systems and Time Series AnalysisFinancial Risk and Volatility ModelingMarket Dynamics and Volatility Continue discoveringRelated researchEmpirical exchange rate models of the seventiesAbsence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg ModelsIt is rigorously proved that at any nonzero temperature, a one- or two-dimensional isotropic spin-$S$ Heisenberg model with finite-range exchange interaction can be neither ferromagnetic nor antiferromagnetic. The metho…A five-factor asset pricing model
Absence of Ferromagnetism or Antiferromagnetism in One- or Two-Dimensional Isotropic Heisenberg ModelsIt is rigorously proved that at any nonzero temperature, a one- or two-dimensional isotropic spin-$S$ Heisenberg model with finite-range exchange interaction can be neither ferromagnetic nor antiferromagnetic. The metho…
