✦ LIBER ✦

Long-range Dependence in Daily Stock Volatilities

✍ Scribed by Ray, Bonnie K.; Tsay, Ruey S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock market prices and long-range depen

✍ Walter Willinger; Murad S. Taqqu; Vadim Teverovsky 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 145 KB

Long memory in volatilities of German st

✍ Philipp Sibbertsen 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 256 KB

Long-range dependence in the conditional

✍ Nuno Crato; Pedro J.F de Lima 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 325 KB

ON M-Estimation Under Long-Range Depende

✍ Jan Beran 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 613 KB

Long-Range Dependence in U.S. Home Price

✍ William Miles 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 203 KB

Possible causes of long-range dependence

✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 205 KB