vix.ing · top · new · best · stats · spec

Reisen, Valderio A.

  1. Seasonal fractional long-memory processes. A semiparametric estimation approach
    2010/11/25 by Valdério Anselmo Reisen, Wilfredo Palma, Reisen, Valderio A. +5 · 1 citation
    Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis #Market Dynamics and Volatility