Work

Long memory estimation of stochastic volatility for index prices

Year: 2017

Type: dissertation

Author: Chia Chen Kho

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2904504749

Cites: 98

Cited by:

Related to: 10