Browsing by Subject Fractional Integration, Semiparametric Estimation, Volatility, Asset Returns
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
---|---|---|
2005 | Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques | Caporale, GM; Gil-Alana, LA |