Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365): Difference between revisions

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Latest revision as of 04:37, 7 July 2024

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Heterogeneous expectations and long-range correlation of the volatility of asset returns
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    Heterogeneous expectations and long-range correlation of the volatility of asset returns (English)
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    13 December 2013
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    realized volatility
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    aggregation model
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    long memory
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    bounded rationality
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