Estimating persistence in the volatility of asset returns with signal plus noise models

Guglielmo Maria Caporale and Luis A. Gil‐Alana
Authors registered in the RePEc Author Service: Luis Alberiko Gil-Alana

International Journal of Finance & Economics, 2012, vol. 17, issue 1, 23-30

Date: 2012
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Working Paper: Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models (2010)
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