Testing for Long Memory in Volatility
Year of publication: |
[2008]
|
---|---|
Authors: | Hurvich, Clifford M. |
Other Persons: | Soulier, Philippe (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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