• Media type: E-Article
  • Title: Long memory and regime switching in the stochastic volatility modelling
  • Contributor: Shi, Yanlin
  • Published: Springer Science and Business Media LLC, 2023
  • Published in: Annals of Operations Research, 320 (2023) 2, Seite 999-1020
  • Language: English
  • DOI: 10.1007/s10479-020-03841-z
  • ISSN: 0254-5330; 1572-9338
  • Keywords: Management Science and Operations Research ; General Decision Sciences
  • Origination:
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