Bayesian estimation and the application of long memory stochastic volatility models (Q713736)
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scientific article; zbMATH DE number 6095771
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Bayesian estimation and the application of long memory stochastic volatility models |
scientific article; zbMATH DE number 6095771 |
Statements
Bayesian estimation and the application of long memory stochastic volatility models (English)
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19 October 2012
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ARFIMA
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spectral periodogram
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0.88337641954422
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0.858798086643219
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0.8555004596710205
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0.855353057384491
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0.8506969213485718
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