The memory of stochastic volatility models (Q5932777): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:41, 4 March 2024
scientific article; zbMATH DE number 1607365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The memory of stochastic volatility models |
scientific article; zbMATH DE number 1607365 |
Statements
The memory of stochastic volatility models (English)
0 references
17 August 2001
0 references
nonlinear functions of Gaussian processes
0 references
long memory
0 references
stochastic volatility
0 references
