ARMA representation of integrated and realized variances (Q4458360): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1368-423x.t01-1-00112 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098060360 / rank | |||
Normal rank | |||
Revision as of 08:49, 30 July 2024
scientific article; zbMATH DE number 2060126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA representation of integrated and realized variances |
scientific article; zbMATH DE number 2060126 |
Statements
ARMA representation of integrated and realized variances (English)
0 references
17 March 2004
0 references
integrated variance
0 references
realized variance
0 references
ARMA representation
0 references
SR-SARV models
0 references
weak identification
0 references
one-factor model
0 references
two-factor model
0 references
leverage effects
0 references
0 references
0 references
0 references
0 references
0 references
