Details
| Original language | English |
|---|---|
| Pages (from-to) | 137-159 |
| Number of pages | 23 |
| Journal | Quantitative Finance and Economics (QFE) |
| Volume | 2 |
| Issue number | 1 |
| Publication status | Published - 31 Mar 2018 |
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The memory of volatility. / Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp.
In: Quantitative Finance and Economics (QFE), Vol. 2, No. 1, 31.03.2018, p. 137-159.
In: Quantitative Finance and Economics (QFE), Vol. 2, No. 1, 31.03.2018, p. 137-159.
Research output: Contribution to journal › Article › Research › peer review
Wenger, K, Leschinski, C & Sibbertsen, P 2018, 'The memory of volatility', Quantitative Finance and Economics (QFE), vol. 2, no. 1, pp. 137-159. https://doi.org/10.3934/QFE.2018.1.137
Wenger, K., Leschinski, C., & Sibbertsen, P. (2018). The memory of volatility. Quantitative Finance and Economics (QFE), 2(1), 137-159. https://doi.org/10.3934/QFE.2018.1.137
Wenger K, Leschinski C, Sibbertsen P. The memory of volatility. Quantitative Finance and Economics (QFE). 2018 Mar 31;2(1):137-159. doi: 10.3934/QFE.2018.1.137
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title = "The memory of volatility",
author = "Kai Wenger and Christian Leschinski and Philipp Sibbertsen",
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day = "31",
doi = "10.3934/QFE.2018.1.137",
language = "English",
volume = "2",
pages = "137--159",
number = "1",
}
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TY - JOUR
T1 - The memory of volatility
AU - Wenger, Kai
AU - Leschinski, Christian
AU - Sibbertsen, Philipp
PY - 2018/3/31
Y1 - 2018/3/31
U2 - 10.3934/QFE.2018.1.137
DO - 10.3934/QFE.2018.1.137
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EP - 159
JO - Quantitative Finance and Economics (QFE)
JF - Quantitative Finance and Economics (QFE)
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