Long memory and nonlinearities in realized volatility: A Markov switching approach.

Davide Raggi Silvano Bordignon

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

markov chain
memory usage
main memory
stock market
stock price
memory space
stock index futures
computing power
random access
memory size
semi markov
memory requirements
associative memory
computational power
neural network
limited memory
financial crisis