The detection and estimation of long memory in stochastic volatility
F. Jay Breidt ; Nuno Crato ; Pedro de Lima
| Year of publication: |
1998
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|---|---|
| Authors: | Breidt, F. Jay |
| Other Persons: | Crato, Nuno (contributor) ; DeLima, Pedro J. F. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 83.1998, 1, p. 325-348
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001336943