Long memory in integrated and realized variance (Q2930712)
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scientific article; zbMATH DE number 6371279
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| English | Long memory in integrated and realized variance |
scientific article; zbMATH DE number 6371279 |
Statements
Long Memory in Integrated and Realized Variance (English)
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19 November 2014
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fractional Brownian motion
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long memory
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measurement error
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realized volatility
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0.9085270166397096
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0.8236126899719238
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0.8060870170593262
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0.805462121963501
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0.8038559556007385
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