Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions
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Revision as of 16:30, 29 February 2024
scientific article
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| 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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