A wavelet Whittle estimator of generalized long-memory stochastic volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Gonzaga, Alex ; Hauser, Michael |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 20.2011, 1, p. 23-48
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| Publisher: |
Springer |
| Subject: | Long-memory | k-GARMA | Stochastic volatility | Whittle estimator | Wavelets |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925120