Regimes and long memory in realized volatility
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Publication:5881709
DOI10.1515/SNDE-2012-0018zbMath1506.62404OpenAlexW644617600MaRDI QIDQ5881709
Jun Wang, Elena Goldman, Unnamed Author, Hiroki Tsurumi
Publication date: 13 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2012-0018
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