"Forecasting volatility under fractality, regime-switching, long memory and ..."

Thomas Lux, Leonardo Morales-Arias (2010)

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DOI: 10.1016/J.CSDA.2010.03.005

access: closed

type: Journal Article

metadata version: 2020-02-18

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Thomas Lux, Leonardo Morales-Arias:
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations. Comput. Stat. Data Anal. 54(11): 2676-2692 (2010)

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