Refined Inference on Long Memory in Realized Volatility (Q3539875): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: longmemo / rank | |||
Normal rank | |||
Revision as of 18:05, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined Inference on Long Memory in Realized Volatility |
scientific article |
Statements
Refined Inference on Long Memory in Realized Volatility (English)
0 references
19 November 2008
0 references
Edgeworth expansion
0 references
long memory
0 references
realized volatility
0 references
