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Persistence in a Short Memory Stochastic Volatility Model under a Long Memory Stochastic Volatility Process

典義白石

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Key concepts: Stochastic volatility, Long memory, Volatility (finance), Econometrics, Persistence (discontinuity), SABR volatility model, Implied volatility, Economics

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Persistence in a Short Memory Stochastic Volatility Model under a Long Memory Stochastic Volatility Process — Research Paper | ScholarLens