Yazar
Paolo Zaffaroni
2 cilt bulundu.
Cilt sonuçları
Contemporaneous aggregation of GARCH processes
Paolo Zaffaroni · Banca d'Italia
52 sayfa · 2002
Prices / Mathematical models / Stocks / Time-series analysis / Heteroscedasticity
Gaussian estimation of long-rangedependent volatility in asset prices
Paolo Zaffaroni · Suntory Centre
54 sayfa · 1997
Assets (Accounting) / Econometrics / Asymptotic theory