Econometric estimation in long-range dependent volatility models: Theory and practice

  1. Casas, I.
  2. Gao, J.
Revue:
Journal of Econometrics

ISSN: 0304-4076

Année de publication: 2008

Volumen: 147

Número: 1

Pages: 72-83

Type: Article

DOI: 10.1016/J.JECONOM.2008.09.035 GOOGLE SCHOLAR
La source de données: Scopus