A new estimator of the fractionally integrated stochastic volatility model (Q1292339)
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scientific article; zbMATH DE number 1306088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimator of the fractionally integrated stochastic volatility model |
scientific article; zbMATH DE number 1306088 |
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A new estimator of the fractionally integrated stochastic volatility model (English)
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21 June 1999
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fractional integration
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stochastic volatility
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GMM
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