Modelling financial observable-volatility using long memory models
Chin Wen Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor
| Year of publication: |
2007
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|---|---|
| Authors: | Chin, Wen Cheong ; Isa, Zaidi ; Abu Hassan Shaari Mohd Nor |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 3, p. 201-208
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility | ARMA-Modell | ARMA model | Finanzmarkt | Financial market |
| 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://www.econbiz.de/10003540384