ÖNALAN, Ö. 2022. JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL. ROMANIAN JOURNAL OF ECONOMIC FORECASTING , vol.25, no.1 , 68-84.

ÖNALAN, Ö., (2022). JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL. ROMANIAN JOURNAL OF ECONOMIC FORECASTING , vol.25, no.1, 68-84.

ÖNALAN, ÖMER. "JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL," ROMANIAN JOURNAL OF ECONOMIC FORECASTING , vol.25, no.1, 68-84, 2022

ÖNALAN, ÖMER. "JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL." ROMANIAN JOURNAL OF ECONOMIC FORECASTING , vol.25, no.1, pp.68-84, 2022

ÖNALAN, Ö. (2022) . "JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL." ROMANIAN JOURNAL OF ECONOMIC FORECASTING , vol.25, no.1, pp.68-84.

@article{article, author={ÖMER ÖNALAN}, title={JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL}, journal={ROMANIAN JOURNAL OF ECONOMIC FORECASTING}, year=2022, pages={68-84} }