Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory

M Asai, Michael McAleer, S Peiris

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

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Original languageEnglish
Place of PublicationRotterdam
Number of pages25
EditionEconometric Institute Report Series EI2017-29
Publication statusPublished - 2017

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