FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082)
From MaRDI portal
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