Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices |
scientific article |
Statements
Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (English)
0 references
14 January 2021
0 references
long-range dependence
0 references
fractional calculus
0 references
financial markets
0 references
volatility
0 references
sovereign debt
0 references
0 references
0 references
