Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
Corsi, Fulvio, Renò, RobertoТом:
30
Мова:
english
Журнал:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2012.663261
Date:
July, 2012
Файл:
PDF, 550 KB
english, 2012