The memory of stochastic volatility models
Copyright policy )The memory of stochastic volatility models
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- London School of Economics and Political Science United Kingdom
Applications of statistics to actuarial sciences and financial mathematics, Economic time series analysis, Stochastic volatility; long memory; nonlinear functions of Gaussian processes, Stochastic volatility, long memory, nonlinear functions of Gaussian processes, nonlinear functions of Gaussian processes, long memory, stochastic volatility, Finance etc., Applications of statistics to economics, jel: jel:C22
Applications of statistics to actuarial sciences and financial mathematics, Economic time series analysis, Stochastic volatility; long memory; nonlinear functions of Gaussian processes, Stochastic volatility, long memory, nonlinear functions of Gaussian processes, nonlinear functions of Gaussian processes, long memory, stochastic volatility, Finance etc., Applications of statistics to economics, jel: jel:C22
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