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Time series analysis
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Bennedsen, Mikkel
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Lunde, Asger
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Journal of financial econometrics
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
Saved in:
2
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
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