LONG MEMORY I
Monday 26th August 2002,
14:30 - 16:00
Room: 1.14
Session Chair(s):
Gilles Teyssiere, GREQAM and CORE, FRANCE
Category: Econometrics
GAUSSIAN SEMIPARAMETRIC INFERENCE ON LONG MEMORY IN STOCHASTIC VOLATILITY MODELS
|
|
Presenter(s): |
Josu Arteche, University of the Basque Country UPV-EHU, SPAIN |
|
|
Co-Author(s): |
none |
LONG RANGE DEPENDENCE IN DAILY STOCK RETURNS
|
|
Presenter(s): |
Guglielmo Maria Caporale, South Bank University London, UNITED KINGDOM |
|
|
Co-Author(s): |
none |
BUBBLES AND LONG RANGE DEPENDENCE IN ASSET PRICES VOLATILITIES
|
|
Presenter(s): |
Gilles Teyssiere, GREQAM and CORE, FRANCE |
|
|
Co-Author(s): |
Alan Kirman, GREQAM, FRANCE |
Total Papers in This session: 3
Session Ref: 482
|
