The tail empirical process for long memory stochastic volatility models with leverage
2010 ◽
pp. 1409-1415
Keyword(s):
2011 ◽
Vol 121
(1)
◽
pp. 109-134
◽
2003 ◽
Vol 1
(3)
◽
pp. 420-444
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2009 ◽
Vol 53
(10)
◽
pp. 3593-3600
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Keyword(s):
2004 ◽
Vol 25
(6)
◽
pp. 895-922
◽
2006 ◽
Vol 3
(4)
◽
pp. 483-489
◽
Keyword(s):
Keyword(s):