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"Realized stochastic volatility with leverage and long memory."

Shinichiro Shirota, Takayuki Hizu, Yasuhiro Omori (2014)

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DOI: 10.1016/J.CSDA.2013.08.013

access: closed

type: Journal Article

metadata version: 2020-03-27

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  - https://dblp.org/rec/journals/csda/ShirotaHO14
Shinichiro Shirota, Takayuki Hizu, Yasuhiro Omori:
Realized stochastic volatility with leverage and long memory. Comput. Stat. Data Anal. 76: 618-641 (2014)

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