✦ LIBER ✦
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
✍ Scribed by Rohit Deo; Clifford Hurvich; Yi Lu
- Book ID
- 118475212
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 443 KB
- Volume
- 131
- Category
- Article
- ISSN
- 0304-4076
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