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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics letters 2 (2006) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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On the variance of the error associated to the squared return as proxy of volatility
Triacca, Umberto - In: Applied financial economics letters 3 (2007) 4/6, pp. 255-257
Persistent link: https://www.econbiz.de/10003604896