Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions
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Latest revision as of 13:45, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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