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scientific article; zbMATH DE number 5666932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5666932 |
Statements
5 February 2010
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long memory
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nonlinear long-range dependent volatility
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estimation
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wavelets
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LARCH
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short memory
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GARCH
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0.9186288
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0.9114669
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0.9047388
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0.8836888
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0.87292075
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0.87263167
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0.87131566
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