Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769): Difference between revisions

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Latest revision as of 16:11, 30 May 2024

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Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
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    Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (English)
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    17 August 2001
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    log-periodogram regressions
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    stochastic volatility
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    temporal aggregation
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    high-frequency data
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    exchange rates
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    long memory
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