{"author_url":"https://blog.hatena.ne.jp/himaginary/","width":"100%","url":"https://himaginary.hatenablog.com/entry/20180909/long_memory_scaling_laws_in_asset","type":"rich","published":"2018-09-09 00:00:00","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20180909%2Flong_memory_scaling_laws_in_asset\" title=\"\u30ea\u30bf\u30fc\u30f3\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u9577\u671f\u8a18\u61b6\uff0f\u30b9\u30b1\u30fc\u30ea\u30f3\u30b0\u5247 - 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>","description":"Francis Diebold\u304c\u3001\u8868\u984c\u306e\u30d6\u30ed\u30b0\u30a8\u30f3\u30c8\u30ea\uff08\u539f\u984c\u306f\u300cLong Memory / Scaling Laws in Return Volatility\u300d\uff09\u3067\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u66f8\u3044\u3066\u3044\u308b\u3002 The 25-year accumulation of evidence for long memory / fractional integration / self-similarity / scaling laws in financial asset return volatility continues unabated. For the latest see this nice new pape\u2026","author_name":"himaginary","version":"1.0","provider_name":"Hatena Blog","blog_title":"himaginary\u2019s diary","title":"\u30ea\u30bf\u30fc\u30f3\u306e\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u9577\u671f\u8a18\u61b6\uff0f\u30b9\u30b1\u30fc\u30ea\u30f3\u30b0\u5247","categories":["\u7d4c\u6e08","\u7d71\u8a08"],"height":"190","blog_url":"https://himaginary.hatenablog.com/","provider_url":"https://hatena.blog","image_url":null}