Publication detail

Kristoufek, L.: Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?

Author(s): prof. PhDr. Ladislav Krištoufek Ph.D.,
Type: Article in collection
Year: 2012
Number: 0
ISSN / ISBN:
Published in: Mathematical Methods in Economics 2012 Proceedings, pp. 490-495
Publishing place:
Keywords:
JEL codes:
Suggested Citation:
Abstract:
February 2023
MonTueWedThuFriSatSun
  12345
6789101112
13141516171819
20212223242526
2728     

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY