Signal extraction in long memory stochastic volatility

Josu Arteche (University of Basque Country UPV/EHU)

Year of publication:	December 2015
Authors:	Arteche, Josu
Published in:	Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 6, p. 1382-1402
Subject:	Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Kapitaleinkommen \| Capital income \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory

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