Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017)
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scientific article; zbMATH DE number 7294466
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| English | Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices |
scientific article; zbMATH DE number 7294466 |
Statements
Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (English)
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14 January 2021
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long-range dependence
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fractional calculus
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financial markets
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volatility
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sovereign debt
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0.7503936886787415
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0.747153103351593
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0.7428991198539734
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0.7301390171051025
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