Estimating persistence in the volatility of asset returns with signal plus noise models
| Year of publication: |
2012
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Luis A. Gil‐Alana |
| Published in: |
International Journal of Finance & Economics. - John Wiley & Sons, Ltd.. - Vol. 17.2012, 1, p. 23-30
|
| Publisher: |
John Wiley & Sons, Ltd. |