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  • Search: subject:"Sampling window method"
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ARCH model 1 ARCH-Modell 1 Asymptotic normality 1 Estimation theory 1 Least absolute deviation estimator 1 Long-memory stochastic volatility model 1 Risikomaß 1 Risk measure 1 Sample quantile 1 Sampling 1 Sampling window method 1 Schätztheorie 1 Stichprobenerhebung 1 Stochastic process 1 Stochastischer Prozess 1 Value-at-Risk 1 Volatility 1 Volatilität 1
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Ho, Hwai-chung 1
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Journal of econometrics 1
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Sample quantile analysis for long-memory stochastic volatility models
Ho, Hwai-chung - In: Journal of econometrics 189 (2015) 2, pp. 360-370
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