Long memory and regime switching in the stochastic volatility modelling
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Publication:2678633
DOI10.1007/S10479-020-03841-ZOpenAlexW3095678762MaRDI QIDQ2678633FDOQ2678633
Authors: Yanlin Shi 
Publication date: 23 January 2023
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03841-z
Applications of statistics (62Pxx) Mathematical economics (91Bxx) Inference from stochastic processes (62Mxx)
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Cited In (4)
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