Standard and seasonal long memory in volatility : an application to Spanish inflation
Year of publication: |
2012
|
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Authors: | Arteche, Josu |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 42.2012, 3, p. 693-712
|
Subject: | Inflationsrate | Inflation rate | Volatilität | Volatility | Saisonkomponente | Seasonal component | Schätzung | Estimation | Spanien | Spain | 1940-2001 |
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