Long Memory Persistence in the Factor of Implied Volatility Dynamics
Author | : Wolfgang Härdle |
Publisher | : |
Total Pages | : 0 |
Release | : 2007 |
ISBN-10 | : OCLC:1073232822 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Long Memory Persistence in the Factor of Implied Volatility Dynamics by : Wolfgang Härdle
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