Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process
نویسندگان
چکیده
منابع مشابه
Stochastic Volatility Models: Conditional Normality versus Heavy-Tailed Distributions
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ژورنال
عنوان ژورنال: Extremes
سال: 2012
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-012-0159-9