A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect
2009 ◽
Vol 53
(10)
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pp. 3593-3600
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2010 ◽
pp. 1409-1415
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2003 ◽
Vol 1
(3)
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pp. 420-444
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2004 ◽
Vol 25
(6)
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pp. 895-922
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2006 ◽
Vol 3
(4)
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pp. 483-489
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Keyword(s):
Keyword(s):
2015 ◽
Vol 189
(2)
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pp. 360-370
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Keyword(s):