Long memory, realized volatility and heterogeneous autoregressive models (Q5226150)
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: Long memory, realized volatility and heterogeneous autoregressive models |
scientific article; zbMATH DE number 7087247
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Long memory, realized volatility and heterogeneous autoregressive models |
scientific article; zbMATH DE number 7087247 |
Statements
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (English)
0 references
30 July 2019
0 references
restricted ARFIMA models
0 references
realized volatility
0 references
HAR models
0 references
TVP models
0 references
heterogeneous autoregressive (HAR) model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8575594425201416
0 references
0.8324089646339417
0 references
0.8298543691635132
0 references
0.8175501823425293
0 references
