Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
Year of publication: |
2017
|
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Authors: | Asai, Manabu |
Other Persons: | McAleer, Michael (contributor) ; Peiris, Shelton (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Stochastische Volatilität | Stochastic volatility | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility |
Extent: | 1 Online-Ressource (27 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3064736 [DOI] |
Classification: | c18 ; C21 - Cross-Sectional Models; Spatial Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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