FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416)

From MaRDI portal
scientific article
Language Label Description Also known as
English
FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
scientific article

    Statements

    FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (English)
    0 references
    11 June 2009
    0 references
    0 references
    0 references

    Identifiers