Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions

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Latest revision as of 05:43, 12 July 2024

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Econometric estimation in long-range dependent volatility models: theory and practice
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    Econometric estimation in long-range dependent volatility models: theory and practice (English)
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    22 June 2016
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    continuous-time model
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    diffusion process
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    long-range dependence
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    stochastic volatility
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