ARMA representation of integrated and realized variances
Nour Meddahi
| Year of publication: |
2003
|
|---|---|
| Authors: | Meddahi, Nour |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 6.2003, 2, p. 335-356
|
| Subject: | Varianzanalyse | Analysis of variance | ARMA-Modell | ARMA model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001831259