Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365)
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scientific article; zbMATH DE number 6238212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous expectations and long-range correlation of the volatility of asset returns |
scientific article; zbMATH DE number 6238212 |
Statements
Heterogeneous expectations and long-range correlation of the volatility of asset returns (English)
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13 December 2013
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realized volatility
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aggregation model
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long memory
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bounded rationality
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