Modeling long memory in stock market volatility (Q1588307)
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scientific article; zbMATH DE number 1539228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling long memory in stock market volatility |
scientific article; zbMATH DE number 1539228 |
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Modeling long memory in stock market volatility (English)
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8 April 2001
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stochastic volatility model
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regime switching
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long memory
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efficient method of moments
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