The local whittle estimator of long-memory stochastic volatility
Clifford M. Hurvich; Bonnie K. Ray
| Year of publication: |
2003
|
|---|---|
| Authors: | Hurvich, Clifford M. ; Ray, Bonnie K. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 3, p. 445-470
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst |
|---|---|
| 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/10002214172