The tail empirical process for long memory stochastic volatility models with leverage (Q2326064): Difference between revisions
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Revision as of 07:52, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail empirical process for long memory stochastic volatility models with leverage |
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The tail empirical process for long memory stochastic volatility models with leverage (English)
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4 October 2019
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long memory
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tail empirical process
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Hill estimator
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harmonic mean estimator
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stochastic volatility
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leverage
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