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Stochastic volatility with heterogeneous time scales

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  • D. Delpini
  • G. Bormetti

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  • D. Delpini & G. Bormetti, 2015. "Stochastic volatility with heterogeneous time scales," Quantitative Finance, Taylor & Francis Journals, vol. 15(10), pages 1597-1608, October.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:10:p:1597-1608
    DOI: 10.1080/14697688.2015.1024159
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