A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822)
From MaRDI portal
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 |
Statements
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (English)
0 references
1 April 2010
0 references
0 references
0 references
