LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:29, 8 February 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 |
Statements
LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (English)
0 references
22 September 2004
0 references
semiparametric methods
0 references
fractional integration
0 references
stochastic volatility
0 references
Stock returns
0 references
