Estimating Long Memory in Volatility
Year of publication: |
[2009]
|
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Authors: | Hurvich, Clifford M. |
Other Persons: | Moulines, E. (contributor) ; Soulier, Philippe (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (26 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2002 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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