Asymmetry and long memory in volatility modeling
Year of publication: |
2012
|
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Authors: | Asai, Manabu ; McAleer, Michael ; Medeiros, Marcelo C. |
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. 10.2012, 3, p. 495-512
|
Subject: | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Theorie | Theory | Börsenkurs | Share price | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process |
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