Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models
Year of publication: |
2010
|
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Authors: | Caporale, Guglielmo Maria |
Other Persons: | Gil-Alana, Luis A. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Signalling | Zeitreihenanalyse | Time series analysis | Noise Trading | Noise trading |
Extent: | 1 Online-Ressource (18 p) |
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Series: | DIW Berlin Discussion Paper ; No. 1006 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1639471 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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