"Modelling long-memory volatilities with leverage effect: A-LMSV versus ..."

Esther Ruiz, Helena Veiga (2008)

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DOI: 10.1016/J.CSDA.2007.09.031

access: closed

type: Journal Article

metadata version: 2021-07-25

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Esther Ruiz, Helena Veiga:
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Comput. Stat. Data Anal. 52(6): 2846-2862 (2008)

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