Estimation and pricing under long-memory stochastic volatility
Work
Year: 2010
Type: article
Source: Annals of Finance
Authors Alexandra Chronopoulou, Frédéri Viens
Institution Purdue University West Lafayette
Cites: 49
Cited by: 103
Related to: 10
FWCI: 3.271
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: closed