The long memory HEAVY process: modeling and forecasting financial volatility

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
The long memory HEAVY process: modeling and forecasting financial volatility ; day:4 ; month:1 ; year:2020 ; pages:1-20
Annals of operations research ; (4.1.2020), 1-20

Classification
Wirtschaft

Creator
Karanasos, M.
Yfanti, S.
Christopoulos, A.
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-019-03493-8
URN
urn:nbn:de:101:1-2020041223183062433920
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:55 AM CEST

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Associated

  • Karanasos, M.
  • Yfanti, S.
  • Christopoulos, A.
  • SpringerLink (Online service)

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