Realized stochastic volatility with leverage and long memory.
Shinichiro ShirotaTakayuki HizuYasuhiro OmoriPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- stock market
- memory requirements
- monte carlo
- stochastic optimization
- memory space
- low memory
- memory usage
- stock index futures
- stock trading
- computing power
- memory size
- memory management
- learning automata
- stochastic processes
- exchange rate
- main memory
- short term
- website
- stock exchange
- stock price
- support vector machine svm
- operating system