Essays about: "Hans Isaksson"

Found 1 essay containing the words Hans Isaksson.

  1. 1. Simulation Evidence on Long Memory and Regime Switching in the Second Moment for Modelling of Financial Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hans Isaksson; [2015]
    Keywords : Long memory; Regime switching; HMM; FIGARCH; Simulation study; Returns; Business and Economics;

    Abstract : 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