Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Phillip Wild and John Foster; Melvin J. Hinich
| Year of publication: |
2010
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|---|---|
| Authors: | Wild, Phillip ; Foster, John ; Hinich, Melvin J. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 14.2010, Suppl.1, p. 88-110
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| Subject: | Neusüdwales | New South Wales | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion | Korrelation | Correlation | Strompreis | Electricity price | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10003981218