✦ LIBER ✦

Long-Range Dependence in U.S. Home Price Volatility

✍ Scribed by William Miles

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ON M-Estimation Under Long-Range Depende

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

Long-range Dependence in Daily Stock Vol

✍ Ray, Bonnie K.; Tsay, Ruey S. 📂 Article 📅 2000 🏛 American Statistical Association 🌐 English ⚖ 727 KB

Testing for time-varying long-range depe

✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 348 KB

Structural change and long-range depende

✍ Claudio Morana; Andrea Beltratti 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 848 KB

On pricing and hedging in financial mark

✍ Alexander Melnikov; Yuliya Mishura 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 239 KB

How long memory in volatility affects tr

✍ Beatriz Vaz de Melo Mendes; Nikolai Kolev 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 338 KB