Microeconomic Models for Long Memory in the Volatility of Financial Time Series (Q3368284)
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scientific article; zbMATH DE number 5002344
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| English | Microeconomic Models for Long Memory in the Volatility of Financial Time Series |
scientific article; zbMATH DE number 5002344 |
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Microeconomic Models for Long Memory in the Volatility of Financial Time Series (English)
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27 January 2006
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long memory
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microeconomic models
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field effects
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semiparametric tests
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conditional
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0.8062871694564819
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0.8002595901489258
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0.7987793684005737
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0.7970792651176453
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0.7940348982810974
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