Modeling volatility persistence of speculative returns: a new approach (Q1922363)
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scientific article; zbMATH DE number 922049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling volatility persistence of speculative returns: a new approach |
scientific article; zbMATH DE number 922049 |
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Modeling volatility persistence of speculative returns: a new approach (English)
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1996
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Long memory
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Volatility persistence
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Autocorrelation
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Power transformation
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Aggregation
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Long memory ARCH model
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0.9060957
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0.8812038
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0.8793892
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0.8786738
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0.8773077
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