Matches in SemOpenAlex for { <https://semopenalex.org/work/W2011033614> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2011033614 abstract "Understanding the behaviour of market prices is not simple. Stock market prices tend to have complicated distributions with strong skewness and fat tails. One important step in forecasting tomorrow's price is to estimate the volatility, i.e. how much tomorrow's price is expected to differ from today's price. In this paper the volatility is assumed to be a lognormal random process and in addition, it may display long-range dependence (LRD). The aim is to obtain the estimates of the mean, standard deviation and LRD parameter of the volatility process of the S&P 500." @default.
- W2011033614 created "2016-06-24" @default.
- W2011033614 creator A5002013778 @default.
- W2011033614 date "2008-07-01" @default.
- W2011033614 modified "2023-09-26" @default.
- W2011033614 title "Estimation of stochastic volatility with LRD" @default.
- W2011033614 cites W1566395535 @default.
- W2011033614 cites W1984697146 @default.
- W2011033614 cites W1993444966 @default.
- W2011033614 cites W2013134717 @default.
- W2011033614 cites W2014515514 @default.
- W2011033614 cites W2054599015 @default.
- W2011033614 cites W2075184575 @default.
- W2011033614 cites W2076057077 @default.
- W2011033614 cites W2106887461 @default.
- W2011033614 cites W2128913931 @default.
- W2011033614 cites W2319085245 @default.
- W2011033614 cites W3021444882 @default.
- W2011033614 cites W3125412410 @default.
- W2011033614 cites W3125863044 @default.
- W2011033614 doi "https://doi.org/10.1016/j.matcom.2008.01.040" @default.
- W2011033614 hasPublicationYear "2008" @default.
- W2011033614 type Work @default.
- W2011033614 sameAs 2011033614 @default.
- W2011033614 citedByCount "1" @default.
- W2011033614 countsByYear W20110336142017 @default.
- W2011033614 crossrefType "journal-article" @default.
- W2011033614 hasAuthorship W2011033614A5002013778 @default.
- W2011033614 hasConcept C105795698 @default.
- W2011033614 hasConcept C117996083 @default.
- W2011033614 hasConcept C122342681 @default.
- W2011033614 hasConcept C13290067 @default.
- W2011033614 hasConcept C149782125 @default.
- W2011033614 hasConcept C151620405 @default.
- W2011033614 hasConcept C151730666 @default.
- W2011033614 hasConcept C162324750 @default.
- W2011033614 hasConcept C187625094 @default.
- W2011033614 hasConcept C22679943 @default.
- W2011033614 hasConcept C24189920 @default.
- W2011033614 hasConcept C2780299701 @default.
- W2011033614 hasConcept C2780762169 @default.
- W2011033614 hasConcept C33923547 @default.
- W2011033614 hasConcept C85393063 @default.
- W2011033614 hasConcept C86803240 @default.
- W2011033614 hasConcept C91602232 @default.
- W2011033614 hasConceptScore W2011033614C105795698 @default.
- W2011033614 hasConceptScore W2011033614C117996083 @default.
- W2011033614 hasConceptScore W2011033614C122342681 @default.
- W2011033614 hasConceptScore W2011033614C13290067 @default.
- W2011033614 hasConceptScore W2011033614C149782125 @default.
- W2011033614 hasConceptScore W2011033614C151620405 @default.
- W2011033614 hasConceptScore W2011033614C151730666 @default.
- W2011033614 hasConceptScore W2011033614C162324750 @default.
- W2011033614 hasConceptScore W2011033614C187625094 @default.
- W2011033614 hasConceptScore W2011033614C22679943 @default.
- W2011033614 hasConceptScore W2011033614C24189920 @default.
- W2011033614 hasConceptScore W2011033614C2780299701 @default.
- W2011033614 hasConceptScore W2011033614C2780762169 @default.
- W2011033614 hasConceptScore W2011033614C33923547 @default.
- W2011033614 hasConceptScore W2011033614C85393063 @default.
- W2011033614 hasConceptScore W2011033614C86803240 @default.
- W2011033614 hasConceptScore W2011033614C91602232 @default.
- W2011033614 hasLocation W20110336141 @default.
- W2011033614 hasOpenAccess W2011033614 @default.
- W2011033614 hasPrimaryLocation W20110336141 @default.
- W2011033614 hasRelatedWork W1483776464 @default.
- W2011033614 hasRelatedWork W1552793085 @default.
- W2011033614 hasRelatedWork W1836735248 @default.
- W2011033614 hasRelatedWork W1876439795 @default.
- W2011033614 hasRelatedWork W1894652355 @default.
- W2011033614 hasRelatedWork W1972612520 @default.
- W2011033614 hasRelatedWork W2011697872 @default.
- W2011033614 hasRelatedWork W2153046312 @default.
- W2011033614 hasRelatedWork W2251478785 @default.
- W2011033614 hasRelatedWork W2319551101 @default.
- W2011033614 hasRelatedWork W263920716 @default.
- W2011033614 hasRelatedWork W2963999580 @default.
- W2011033614 hasRelatedWork W3015812536 @default.
- W2011033614 hasRelatedWork W3094262720 @default.
- W2011033614 hasRelatedWork W3123747248 @default.
- W2011033614 hasRelatedWork W3123988666 @default.
- W2011033614 hasRelatedWork W3124401909 @default.
- W2011033614 hasRelatedWork W3125111423 @default.
- W2011033614 hasRelatedWork W3125664303 @default.
- W2011033614 hasRelatedWork W3138687933 @default.
- W2011033614 isParatext "false" @default.
- W2011033614 isRetracted "false" @default.
- W2011033614 magId "2011033614" @default.
- W2011033614 workType "article" @default.