LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431): Difference between revisions
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Latest revision as of 09:29, 30 July 2024
scientific article; zbMATH DE number 2102314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS |
scientific article; zbMATH DE number 2102314 |
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LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (English)
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22 September 2004
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semiparametric methods
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fractional integration
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stochastic volatility
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Stock returns
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