Econometric estimation in long-range dependent volatility models: theory and practice (Q299258): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / zbMATH DE Number: 6596544 / rank | |||
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continuous-time model | |||
| Property / zbMATH Keywords: continuous-time model / rank | |||
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diffusion process | |||
| Property / zbMATH Keywords: diffusion process / rank | |||
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long-range dependence | |||
| Property / zbMATH Keywords: long-range dependence / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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Revision as of 22:33, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric estimation in long-range dependent volatility models: theory and practice |
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Econometric estimation in long-range dependent volatility models: theory and practice (English)
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22 June 2016
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continuous-time model
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diffusion process
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long-range dependence
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stochastic volatility
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