Does nifty have a long memory? : semi-parametric estimation of fractional integration in returns and volatility
K. N. Badhani
| Year of publication: |
2012
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|---|---|
| Authors: | Badhani, K. N. |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 39.2012, 3, p. 86-100
|
| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | ARCH-Modell | ARCH model |
| 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/10009718083