Pages that link to "Item:Q1584769"
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The following pages link to Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769):
Displayed 6 items.
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- The memory of stochastic volatility models (Q5932777) (← links)