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Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects.

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Title: Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects.
Authors: Zhongxian Men1 zmen@uwaterloo.ca, Wirjanto, Tony S.1,2 twirjanto@uwaterloo.ca, Kolkiewicz, Adam W.1 wakolkiewicz@uwaterloo.ca
Source: Journal of Risk & Financial Management. May2021, Vol. 14 Issue 5, p1-28. 28p.
Database: Business Source Ultimate
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  Data: Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+%26+Financial+Management%22">Journal of Risk & Financial Management</searchLink>. May2021, Vol. 14 Issue 5, p1-28. 28p.
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      – Type: doi
        Value: 10.3390/jrfm14050225
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      – Code: eng
        Text: English
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        PageCount: 28
        StartPage: 1
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      – TitleFull: Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects.
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            NameFull: Zhongxian Men
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            NameFull: Wirjanto, Tony S.
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            NameFull: Kolkiewicz, Adam W.
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            – D: 01
              M: 05
              Text: May2021
              Type: published
              Y: 2021
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              Value: 14
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              Value: 5
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            – TitleFull: Journal of Risk & Financial Management
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