The long memory HEAVY process: modeling and forecasting financial volatility
Crossref DOI link: https://doi.org/10.1007/s10479-019-03493-8
Published Online: 2020-01-04
Published Print: 2021-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Karanasos, M. http://orcid.org/0000-0001-5442-3509
Yfanti, S.
Christopoulos, A.
Funding for this research was provided by:
Brunel University
Text and Data Mining valid from 2020-01-04
Version of Record valid from 2020-01-04
Article History
First Online: 4 January 2020