The tail empirical process for long memory stochastic volatility models with leverage (Q2326064)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail empirical process for long memory stochastic volatility models with leverage |
scientific article |
Statements
The tail empirical process for long memory stochastic volatility models with leverage (English)
0 references
4 October 2019
0 references
long memory
0 references
tail empirical process
0 references
Hill estimator
0 references
harmonic mean estimator
0 references
stochastic volatility
0 references
leverage
0 references
