Econometric estimation in long-range dependent volatility models: theory and practice (Q299258)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Econometric estimation in long-range dependent volatility models: theory and practice |
scientific article; zbMATH DE number 6596544
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Econometric estimation in long-range dependent volatility models: theory and practice |
scientific article; zbMATH DE number 6596544 |
Statements
Econometric estimation in long-range dependent volatility models: theory and practice (English)
0 references
22 June 2016
0 references
continuous-time model
0 references
diffusion process
0 references
long-range dependence
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8380029201507568
0 references
0.8253493905067444
0 references
0.8172550797462463
0 references
0.8163195848464966
0 references
