Sample quantile analysis for long-memory stochastic volatility models (Q888329): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample quantile analysis for long-memory stochastic volatility models |
scientific article |
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Sample quantile analysis for long-memory stochastic volatility models (English)
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30 October 2015
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sample quantile
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long-memory stochastic volatility model
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least absolute deviation estimator
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asymptotic normality
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sampling window method
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value-at-risk
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