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Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling (Q6666879)

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scientific article; zbMATH DE number 7970926
Language Label Description Also known as
English
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
scientific article; zbMATH DE number 7970926

    Statements

    title
    Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling (English)
    0 references
    author
    Fulvio Corsi
    0 references
    Roberto Renò
    0 references
    publication date
    20 January 2025
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    Identifiers

    zbMATH DE Number
    7970926
    0 references
     
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