Bayesian estimation and the application of long memory stochastic volatility models (Q713736)
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scientific article; zbMATH DE number 6095771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation and the application of long memory stochastic volatility models |
scientific article; zbMATH DE number 6095771 |
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Bayesian estimation and the application of long memory stochastic volatility models (English)
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19 October 2012
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ARFIMA
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spectral periodogram
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