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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=292979
