Long memory in stochastic volatility
Year of publication: |
2007
|
---|---|
Authors: | Harvey, Andrew C. |
Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 351-363
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory |
-
Selected techniques of detecting structural breaks in financial volatility
Stawiarski, Bartosz, (2015)
-
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra, (2015)
-
Steen, Marie, (2015)
- More ...
-
On the probability of estimating a deterministic component in the local level model
Harvey, Andrew C., (1990)
-
Trend, seasonality and seasonal adjustment
Harvey, Andrew C., (2015)
-
Seasonality in dynamic regression models
Harvey, Andrew C., (1994)
- More ...