Modeling volatility persistence of speculative returns: a new approach (Q1922363): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 2024
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)
0 references
1996
0 references
Long memory
0 references
Volatility persistence
0 references
Autocorrelation
0 references
Power transformation
0 references
Aggregation
0 references
Long memory ARCH model
0 references
