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Modelling seasonal fractionally integrated process with volatility and structural change
Dhliwayo, Lawrence, (2024)
Buy rough, sell smooth
Glasserman, Paul, (2023)
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A., (2000)
Stochastic volatility : selected readings
Shephard, Neil G., (2005)
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G., (1991)
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G., (1996)