Towards a unified framework for high and low frequency return volatility modeling (Q4259384)
From MaRDI portal
scientific article; zbMATH DE number 1327197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a unified framework for high and low frequency return volatility modeling |
scientific article; zbMATH DE number 1327197 |
Statements
Towards a unified framework for high and low frequency return volatility modeling (English)
0 references
23 August 1999
0 references
high-frequency data
0 references
ARCH
0 references
stochastic volatility
0 references
intraday seasonal
0 references
long memory
0 references
