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
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Keywords:
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Suggested Citation:
Abstract:
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