A simple approximate long-memory model of realized volatility
Year of publication: |
2009
|
---|---|
Authors: | Corsi, Fulvio |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 2, p. 174-196
|
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
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