{"image_url":null,"blog_title":"himaginary\u2019s diary","type":"rich","description":"\u300cThe Memory of Volatility\u300d\u3068\u3044\u3046\u8ad6\u6587\u3092Francis Diebold\u304c\u7d39\u4ecb\u3057\u3066\u3044\u308b\u3002\u8457\u8005\u306f\u30e9\u30a4\u30d7\u30cb\u30c3\u30c4\u5927\u5b66\u30cf\u30ce\u30fc\u30d5\u30a1\u30fc\u306eKai Wenger\u3001Christian Leschinski\u3001Philipp Sibbertsen\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 The focus of the volatility literature on forecasting and the predominance of the conceptually simpler HAR model over long memory stochastic volatility models has led\u2026","author_name":"himaginary","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20171012%2FMemory_of_Volatility\" title=\"\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u8a18\u61b6 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","title":"\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u8a18\u61b6","published":"2017-10-12 00:00:00","version":"1.0","author_url":"https://blog.hatena.ne.jp/himaginary/","blog_url":"https://himaginary.hatenablog.com/","categories":["\u7d4c\u6e08"],"provider_url":"https://hatena.blog","url":"https://himaginary.hatenablog.com/entry/20171012/Memory_of_Volatility","width":"100%","height":"190","provider_name":"Hatena Blog"}