On empirical distribution of long-memory stochastic volatility processes.

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41375

Title:	On empirical distribution of long-memory stochastic volatility processes.
Authors:	Ho, Hwai-Chung Liu, Fang-I
Issue Date:	2010-03-01
Relation:	Journal of Chinese Statistical Association 48(1), 31-44
URI:	http://ir.sinica.edu.tw/handle/201000000A/41375
Appears in Collections:	統計科學研究所

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