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"The long memory HEAVY process: modeling and forecasting financial volatility."

Menelaos Karanasos, Stavroula Yfanti, Apostolos G. Christopoulos (2021)

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DOI: 10.1007/S10479-019-03493-8

access: closed

type: Journal Article

metadata version: 2022-10-02

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  dblp key:
  - journals/anor/KaranasosYC21
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  - https://dblp.org/rec/journals/anor/KaranasosYC21
Menelaos Karanasos, Stavroula Yfanti, Apostolos G. Christopoulos:
The long memory HEAVY process: modeling and forecasting financial volatility. Ann. Oper. Res. 306(1): 111-130 (2021)

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