Essays about: "Hans Isaksson"
Found 1 essay containing the words Hans Isaksson.
-
1. Simulation Evidence on Long Memory and Regime Switching in the Second Moment for Modelling of Financial Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : It is well-known that long memory and regime switching in the first moment of a stochastic process are easily confused. But the relation between long memory in the second moment and regime switching in the second moment is less well understood. READ MORE
Result pages:
1