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Search: subject:"Multiplicative Volatility"
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international volatility forecasting
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long memory
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multiplicative volatility models
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Lux, Thomas
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Nonparametric autoregression with
multiplicative
volatility
and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens P.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
additive mean and the
multiplicative
volatility
. The technique used is marginally integrated local polynomial estimation. The …
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