Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns
Year of publication: |
2003
|
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Authors: | Wright, Jonathan H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2000 erstellt |
Other identifiers: | 10.2139/ssrn.249308 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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