Modeling volatility persistence of speculative returns: a new approach (Q1922363): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling volatility persistence of speculative returns: a new approach |
scientific article |
Statements
Modeling volatility persistence of speculative returns: a new approach (English)
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1996
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Long memory
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Volatility persistence
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Autocorrelation
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Power transformation
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Aggregation
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Long memory ARCH model
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