20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au modsim2013 Modelling High-Frequency Volatility with Three-State FIGARCH models Y. Shi a , K.Y-. Ho a - Time series models - Document - PDFSEARCH.IO

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Date: 2013-11-19 22:07:31 Mathematical sciences Technical analysis Markov models Autoregressive conditional heteroskedasticity Econometrics Time series analysis Volatility Economic model Time series Statistics Mathematical finance Financial economics		20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Modelling High-Frequency Volatility with Three-State FIGARCH models Y. Shi a , K.Y-. Ho a Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 1,45 MB Share Document on Facebook

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