Gaussian estimation of long-rangedependent volatility in asset prices
By: by Paolo Zaffaroni.
Contributors: Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Discussion paper / Suntory Centre -- EM/97/329; Discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/97/329.
Publisher: Suntory Centre
Published: 1997
Place of publication: London
Language: eng
Number of pages: 54
Subjects: Assets (Accounting); Econometrics -- Asymptotic theory.
Notes: Includes bibliographical references.