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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Institute research papers"
~person:"Peiris, Shelton"
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Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu
;
McAleer, Michael
;
Peiris, Shelton
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2017
Persistent link: https://www.econbiz.de/10011742720
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
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2016
Persistent link: https://www.econbiz.de/10011500273
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