The Slow Convergence of Ordinary Least Squares Estimators of α , β and Portfolio Weights under Long‐Memory Stochastic Volatility
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Jun ; Deo, Rohit ; Hurvich, Clifford |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2019, 4 (07.01.), p. 590-608
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12445 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094969