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SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY - MaRDI portal

SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608)

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scientific article
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English
SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY
scientific article

    Statements

    title
    SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (English)
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    author
    Josu Arteche
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    publication date
    22 January 2016
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62P05
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    zbMATH DE Number
    6534436
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