The following pages link to (Q3374313):
Displaying 13 items.
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- The effect of long memory in volatility on location estimation (Q987070) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- (Q5209439) (← links)
- Long Memory in Finance and Fractional Brownian Motion (Q5325410) (← links)
