Estimating and Forecasting Generalized Fractional Long...

Journal of Risk and Financial Management 2017 / 12 Vol. 10; Iss. 4

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Peiris, Shelton, Asai, Manabu, McAleer, Michael
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Volume:
10
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm10040023
Date:
December, 2017
File:
PDF, 378 KB
english, 2017
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