Estimating persistence in the volatility of asset returns with signal plus noise models
| Year of publication: |
2012
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil‐Alana, Luis A. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 17.2012, 1, p. 23-31
|