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source:"econis"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The econometrics journal"
~person:"Abbara, Omar"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Abbara, Omar
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Econometrics : open access journal
International journal of theoretical and applied finance
Risks : open access journal
SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The econometrics journal
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ECONIS (ZBW)
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Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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