Long memory and regime switching in the stochastic volatility modelling.

Published in: Ann. Oper. Res. (2023)

Keyphrases

computing power
memory usage
memory requirements
stochastic nature
memory management
memory space
stock price
stock market
exchange rate
stochastic optimization
associative memory
stochastic model
financial markets
long term
financial time series
database systems
low memory
genetic algorithm