Time-Deformation Modeling of Stock Returns Directed by Duration Processes (Q5080519)
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scientific article; zbMATH DE number 7534714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Deformation Modeling of Stock Returns Directed by Duration Processes |
scientific article; zbMATH DE number 7534714 |
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Time-Deformation Modeling of Stock Returns Directed by Duration Processes (English)
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31 May 2022
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duration process
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ergodicity
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method of simulated moments
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return process
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stationarity
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