Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process

✍ Scribed by Rafał Kulik,Philippe Soulier

• Book ID: 126355386
• Publisher: Springer
• Year: 2012
• Tongue: English
• Weight: 638 KB
• Volume: 16
• Category: Article
• ISSN: 1386-1999
• DOI: 10.1007/s10687-012-0159-9