Econometric estimation in long-range dependent volatility models: Theory and practice
- Casas, I.
- Gao, J.
ISSN: 0304-4076
Year of publication: 2008
Volume: 147
Issue: 1
Pages: 72-83
Type: Article
ISSN: 0304-4076
Year of publication: 2008
Volume: 147
Issue: 1
Pages: 72-83
Type: Article