The Slow Convergence of Ordinary Least Squares Estimators of α , β and Portfolio Weights under Long‐Memory Stochastic Volatility

Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment

Deo, Rohit, (2006)

Tracing the Source of Long Memory in Volatility

Deo, Rohit, (2005)

Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment

Deo, Rohit, (2005)