A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect

From MaRDI portal

(Redirected from Publication:961822)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=A_note_on_the_properties_of_power-transformed_returns_in_long-memory_stochastic_volatility_models_with_leverage_effect&oldid=65669289"