z-logo
open-access-imgOpen Access
The memory of volatility
Author(s) -
Kai Wenger,
Christian Leschinski,
Philipp Sibbertsen
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.1.622
Subject(s) - volatility (finance) , economics , econometrics

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here