Bias-reduced estimation of long-memory stochastic volatility
Year of publication: |
2008
|
---|---|
Authors: | Frederiksen, Per ; Nielsen, Morten Ørregaard |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 4, p. 496-512
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
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