Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu, McAleer, Michael, Peiris, SheltonLanguage:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2018.12.005
Date:
January, 2019
File:
PDF, 691 KB
english, 2019