Signal extraction in long memory stochastic volatility

  1. Arteche, J.
Journal:
Econometric Theory

ISSN: 1469-4360,  0266-4666

Year of publication: 2014

Volume: 31

Issue: 6

Pages: 1382-1402

Type: Article

DOI: 10.1017/S0266466614000735 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus