Distinguishing Short and Long Memory Volatility Specifications
Year of publication: |
[2014]
|
---|---|
Authors: | Pong, Shiu-yan Eddie |
Other Persons: | Shackleton, Mark B. (contributor) ; Taylor, Stephen J. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2008 erstellt |
Other identifiers: | 10.2139/ssrn.879742 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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