most citedSupervised functional classification: A theoretical remark and some comparisons

5 citations · 5 across the 3 of their papers we have counts for

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q-fin.ST2009

Correction to "Leverage and volatility feedback effects in high-frequency data" [J. Financial Econometrics 4 (2006) 353--384]

Amparo Baillo

Bollerslev et al. (2006) study the cross-covariances for squared returns under the Heston (1993) stochastic volatility model. In order to obtain these cross-covariances the authors…