Stochastic volatility models with long memory
Year of publication: |
2009
|
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Authors: | Hurvich, Clifford M. ; Soulier, Philippe |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 345-354
|
Subject: | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
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