Spurious persistence in stochastic volatility (Q2451401)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious persistence in stochastic volatility |
scientific article |
Statements
Spurious persistence in stochastic volatility (English)
0 references
3 June 2014
0 references
persistence
0 references
stochastic volatility
0 references
structural change
0 references
