Distinguishing short and long memory volatility specifications (Q3548528)
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scientific article; zbMATH DE number 5382499
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| English | Distinguishing short and long memory volatility specifications |
scientific article; zbMATH DE number 5382499 |
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Distinguishing short and long memory volatility specifications (English)
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15 December 2008
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long memory
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power
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size
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spectral test
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volatility
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0.8212639689445496
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0.8161984086036682
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0.8047609925270081
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0.8013992309570312
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