Nonlinear time series with long memory: A model for stochastic volatility (Q1299552)
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scientific article; zbMATH DE number 1327294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series with long memory: A model for stochastic volatility |
scientific article; zbMATH DE number 1327294 |
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Nonlinear time series with long memory: A model for stochastic volatility (English)
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13 June 2000
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nonlinear model
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stochastic volatility
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dependence
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