Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.035 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2014515514 / rank | |||
Normal rank | |||
Revision as of 02:58, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric estimation in long-range dependent volatility models: theory and practice |
scientific article |
Statements
Econometric estimation in long-range dependent volatility models: theory and practice (English)
0 references
22 June 2016
0 references
continuous-time model
0 references
diffusion process
0 references
long-range dependence
0 references
stochastic volatility
0 references
