Realized stochastic volatility with general asymmetry and long memory (Q2398614)
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scientific article; zbMATH DE number 6762106
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Realized stochastic volatility with general asymmetry and long memory |
scientific article; zbMATH DE number 6762106 |
Statements
Realized stochastic volatility with general asymmetry and long memory (English)
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18 August 2017
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stochastic volatility
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realized measure
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long memory
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asymmetry
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Whittle likelihood
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asymptotic distribution
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forecasting performance
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0.8098441362380981
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0.7938060760498047
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0.7913471460342407
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0.7823404669761658
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0.7786580920219421
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