Discrete-time Volatility Forecasting with Persistent Leverage Effect and the Link with Continuous-time Volatility Modeling
Year of publication: |
[2010]
|
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Authors: | Corsi, Fulvio |
Other Persons: | Renò, Roberto (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1316953 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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