A new estimator of the fractionally integrated stochastic volatility model
Jonathan H. Wright
| Year of publication: |
1999
|
|---|---|
| Authors: | Wright, Jonathan H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 63.1999, 3, p. 295-303
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001398938