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~person:"Bennedsen, Mikkel"
~subject:"persistence"
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persistence
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Bennedsen, Mikkel
Caporale, Guglielmo Maria
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
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