Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Tim Bollerslev; Jonathan H. Wright
| Year of publication: |
2000
|
|---|---|
| Authors: | Bollerslev, Tim ; Wright, Jonathan H. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 98.2000, 1, p. 81-106
|
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Theorie | Theory | Welt | World | ARMA-Modell | ARMA model |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001497682