Spurious persistence in stochastic volatility
Year of publication: |
2013
|
---|---|
Authors: | Messow, Philip ; Krämer, Walter |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 2, p. 221-223
|
Subject: | Persistence | Stochastic volatility | Structural change | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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