A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect |
scientific article |
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A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (English)
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1 April 2010
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