Modeling high-frequency data with long memory: the FICARR model (Q6876896)
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scientific article; zbMATH DE number 8142993
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| English | Modeling high-frequency data with long memory: the FICARR model |
scientific article; zbMATH DE number 8142993 |
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Modeling high-frequency data with long memory: the FICARR model (English)
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9 January 2026
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long memory
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FICARR model
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range-based volatility
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high-frequency data
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financial time series
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parameter estimation
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