Arbeitspapier
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
- Sprache
-
Englisch
- Erschienen in
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Series: Tinbergen Institute Discussion Paper; No. 17-105/III
Bezug (was)
Wirtschaft
Methodological Issues: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Financial Econometrics
Stochastic Volatility
Realized Volatility Measure
Long Memory
Gegenbauer Polynomial
Seasonality
Whittle Likelihood
Methodological Issues: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Financial Econometrics
Stochastic Volatility
Realized Volatility Measure
Long Memory
Gegenbauer Polynomial
Seasonality
Whittle Likelihood
Beteiligte Personen und Organisationen
Asai, Manabu
McAleer, Michael
Peiris, Shelton
Amsterdam and Rotterdam: Tinbergen Institute
McAleer, Michael
Peiris, Shelton
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Asai, Manabu
- McAleer, Michael
- Peiris, Shelton
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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