Showing 1 - 10 of 6,567
Persistent link: https://www.econbiz.de/10000562862
Persistent link: https://www.econbiz.de/10000956798
Persistent link: https://www.econbiz.de/10009730030
Persistent link: https://www.econbiz.de/10010458577
Persistent link: https://www.econbiz.de/10009674774
Persistent link: https://www.econbiz.de/10001425903
Persistent link: https://www.econbiz.de/10001684969
Persistent link: https://www.econbiz.de/10001284473
Persistent link: https://www.econbiz.de/10000916820
Mean reversion, volatility persistence, long memory, time scales, stochastic volatility, GARCH, spurious long memory. - I discuss mean reversion in the first and the second moment of the return distribution. After a discussion of the concepts and a summary of the findings in the literature, I...
Persistent link: https://www.econbiz.de/10001774355