Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150)
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scientific article; zbMATH DE number 7087247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long Memory, Realized Volatility and Heterogeneous Autoregressive Models |
scientific article; zbMATH DE number 7087247 |
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Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (English)
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30 July 2019
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restricted ARFIMA models
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realized volatility
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HAR models
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TVP models
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heterogeneous autoregressive (HAR) model
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