Long memory and regime switching in the stochastic volatility modelling
Crossref DOI link: https://doi.org/10.1007/s10479-020-03841-z
Published Online: 2020-10-28
Published Print: 2023-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shi, Yanlin http://orcid.org/0000-0001-8049-5290
Text and Data Mining valid from 2020-10-28
Version of Record valid from 2020-10-28
Article History
Accepted: 21 October 2020
First Online: 28 October 2020