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The properties and mechanism of long-term memory in nonparametric volatility

✍ Scribed by Handong Li; Shi-Nan Cao; Yan Wang

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 412 KB
Volume: 389
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2010.03.034

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