Title of article
Bayesian estimation and the application of long memory stochastic volatility models
Author/Authors
Lixia Xu، نويسنده , , Cihua Liu، نويسنده , , Gaoqin Nie، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
483
To page
489
Keywords
ARFIMA , Spectral , Periodogram , Long memory stochastic volatility
Journal title
Statistical Methodology
Serial Year
2006
Journal title
Statistical Methodology
Record number
292979
Link To Document