Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2008.09.035 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2008.09.035 / rank | |||
Normal rank | |||
Revision as of 15:59, 8 December 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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
