Estimating Long Memory in Volatility (Q5393932): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Eric Moulines / rank | |||
| Property / author | |||
| Property / author: Eric Moulines / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2051041131 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:36, 19 March 2024
scientific article; zbMATH DE number 5066863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Long Memory in Volatility |
scientific article; zbMATH DE number 5066863 |
Statements
Estimating Long Memory in Volatility (English)
0 references
24 October 2006
0 references
LMSV
0 references
FIEGARCH
0 references
local Whittle estimator
0 references
semiparametric estimation
0 references
