Econometric estimation in long-range dependent volatility models: theory and practice (Q299258)
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scientific article; zbMATH DE number 6596544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric estimation in long-range dependent volatility models: theory and practice |
scientific article; zbMATH DE number 6596544 |
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Econometric estimation in long-range dependent volatility models: theory and practice (English)
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22 June 2016
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continuous-time model
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diffusion process
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long-range dependence
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stochastic volatility
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