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FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES - MaRDI portal

FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082)

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scientific article
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English
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
scientific article

    Statements

    title
    FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (English)
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    author
    Luis A. Gil-Alana
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    publication date
    22 June 2005
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    zbMATH Keywords
    volatility
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    fractional integration
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    long memory
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    Identifiers

    zbMATH DE Number
    2177850
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    OpenAlex ID
    W1997456209
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