Testing for Change in Long-Memory Stochastic Volatility Time Series

A. Betken, R. Kulik

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Testing for Change in Long-Memory Stochastic Volatility Time Series'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science