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scientific article; zbMATH DE number 6193736
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scientific article; zbMATH DE number 6193736

    Statements

    author
    Hwai-Chung Ho
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    publication date
    1 August 2013
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    zbMATH Keywords
    long memory
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    stochastic volatility
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    Sharpe ratio
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    62M10
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    60F05
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    91B84
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    91G70
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    zbMATH DE Number
    6193736
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    arXiv ID
    math/0702812
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