Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models

No abstract is available for this paper.

• Publication year

  2003

• Venue

  Econometrics

• Publication date

  2003-01-24

• Fields of study

  Mathematics, Economics

• Identifiers

  No identifiers available.

• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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