scholarly journals Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

2017 ◽  
Vol 10 (4) ◽  
pp. 23 ◽  
Author(s):  
Shelton Peiris ◽  
Manabu Asai ◽  
Michael McAleer
Keyword(s):  
Stochastic Volatility ◽  
Long Memory ◽  
Stochastic Volatility Models ◽  
Volatility Models

scholarly journals The tail empirical process for long memory stochastic volatility models with leverage

2019 ◽  
Vol 13 (2) ◽  
pp. 3453-3484
Author(s):  
Clémonell Bilayi-Biakana ◽  
Gail Ivanoff ◽  
Rafał Kulik
Keyword(s):  
Stochastic Volatility ◽  
Long Memory ◽  
Empirical Process ◽  
Stochastic Volatility Models ◽  
Volatility Models ◽  
Tail Empirical Process
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