The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148)
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scientific article; zbMATH DE number 7087246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility |
scientific article; zbMATH DE number 7087246 |
Statements
The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (English)
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30 July 2019
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market model
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self-normalization
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subsampling
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linear regression
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