Return dynamics when persistence is unobservable (Q2770982)
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scientific article; zbMATH DE number 1704434
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Return dynamics when persistence is unobservable |
scientific article; zbMATH DE number 1704434 |
Statements
13 February 2002
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stochastic volatility
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filtering
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variable persistence
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Return dynamics when persistence is unobservable (English)
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0.7444174885749817
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0.7218816876411438
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0.7190252542495728
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0.7116296291351318
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0.7054262161254883
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