Estimation and identification in long-memory stochastic volatility models

Estimation and identification in long-memory stochastic volatility models
Author: Ana Perez Espartero
Publisher:
Total Pages: 0
Release: 2000
Genre:
ISBN:


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Estimation and identification in long-memory stochastic volatility models
Language: en
Pages: 0
Authors: Ana Perez Espartero
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Long-memory Stochastic Volatility Models
Language: en
Pages: 0
Authors: Libo Xie
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Option Pricing with Long Memory Stochastic Volatility Models
Language: en
Pages: 184
Authors: Zhigang Tong
Categories:
Type: BOOK - Published: 2013 - Publisher: LAP Lambert Academic Publishing

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It is now known that long memory stochastic volatility models can capture the well-documented evidence of volatility persistence. However, due to the complex st
On Estimation, Diagnostic Testing and Smoothing of Long Memory Stochastic Volatility Models
Language: en
Pages: 35
Authors: Kai Li
Categories: Rate of return
Type: BOOK - Published: 2000 - Publisher:

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Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
Language: en
Pages:
Authors: Shelton Peiris
Categories:
Type: BOOK - Published: 2016 - Publisher:

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