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Gaussian estimation of long-range dependent volatility in asset prices

Paolo Zaffaroni

Publication Data

Title Gaussian estimation of long-range dependent volatility in asset prices
Author Paolo Zaffaroni
Contributor Suntory-Toyota International Centre for Economics and Related Disciplines
Publisher Suntory Centre
Publication date 1997
Publication location London
Language English

Topics

Assets (Accounting)
Econometrics :: Asymptotic theory

Catalogue Data

OBNB ID GB9760235
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 54 p.
P1042 Includes bibliographical references.

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Gaussian estimation of long-range dependent volatility in asset prices by Paolo Zaffaroni. Published by Suntory Centre in 1997. Publication and catalogue information, links to buy online and reader comments.