The memory of stochastic volatility models (Q5932777)
From MaRDI portal
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
