Long Memory in Integrated and Realized Variance (Q2930712): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Modeling and Forecasting Realized Volatility
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+Long memory processes and fractional integration in econometrics
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Q4865042
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+Modeling and pricing long memory in stock market volatility
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+SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
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+Long memory continuous time models
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+Long memory in continuous-time stochastic volatility models
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+Type I and type II fractional Brownian motions: a reconsideration
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+Modeling volatility persistence of speculative returns: a new approach
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+Estimating Long Memory in Volatility
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+Stochastic Volatility Models with Long Memory
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+Refined Inference on Long Memory in Realized Volatility
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+Alternative forms of fractional Brownian motion
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+The memory of stochastic volatility models
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