FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082): 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/10.1142/s0219024902001663 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1997456209 / rank | |||
Normal rank | |||
Latest revision as of 11:02, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES |
scientific article |
Statements
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (English)
0 references
22 June 2005
0 references
volatility
0 references
fractional integration
0 references
long memory
0 references
0 references
