"Long memory and nonlinearities in realized volatility: A Markov switching ..."

Davide Raggi, Silvano Bordignon (2012)

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DOI: 10.1016/J.CSDA.2010.12.008

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type: Journal Article

metadata version: 2020-02-18

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Davide Raggi, Silvano Bordignon:
Long memory and nonlinearities in realized volatility: A Markov switching approach. Comput. Stat. Data Anal. 56(11): 3730-3742 (2012)

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