Signal Extraction Can Generate Volatility Clusters From IID Shocks
| Year of publication: |
2002-11
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|---|---|
| Authors: | McCulloch, J. Huston ; Bidarkota, Prasad V. |
| Institutions: | Ohio State University, Department of Economics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005837578