Gaussian inference on certain long-range dependent volatility models
Year of publication: |
2003
|
---|---|
Authors: | Zaffaroni, Paolo ; d'Italia, Banca |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 115.2003, 2, p. 199-258
|
Subject: | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
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