ARMA Representation of Integrated and Realized Variances
Meddahi, Nour
ARMA Representation of Integrated and Realized Variances J5058 2003 - 2003 - 335-356 V. 06 Issue. 2
Econometrics
Integrated variance;Realized variance;ARMA representation;SR-SARV models;Weak identification;
ARMA Representation of Integrated and Realized Variances J5058 2003 - 2003 - 335-356 V. 06 Issue. 2
Econometrics
Integrated variance;Realized variance;ARMA representation;SR-SARV models;Weak identification;