Browsing Wirtschaftswissenschaftliche Fakultät by Author "57674318-9c28-4d17-8a00-8e1bc7bc124c"

Browsing Wirtschaftswissenschaftliche Fakultät by Author "57674318-9c28-4d17-8a00-8e1bc7bc124c"

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  • Wenger, Kai R.; Leschinski, Christian H.; Sibbertsen, Philipp (Springield : AIMS Press, 2018)
    The focus of the volatility literature on forecasting and the predominance of the conceptually simpler HAR model over long memory stochastic volatility models has led to the fact that the actual degree of memory estimates ...

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