Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

S Peiris, M Asai, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of PublicationRotterdam
Number of pages22
EditionEI report serie EI2016-27
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-27

Cite this