✦ LIBER ✦

ON M-Estimation Under Long-Range Dependence in Volatility

✍ Scribed by Jan Beran

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-Range Dependence in U.S. Home Price

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

Long-range Dependence in Daily Stock Vol

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

M-estimators in linear models with long

✍ Hira L. Koul 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 801 KB

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✍ Masry, E. 📂 Article 📅 2001 🏛 IEEE 🌐 English ⚖ 627 KB

Testing for time-varying long-range depe

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