Asymptotics for duration-driven long range dependent processes
| Year of publication: |
2007
|
|---|---|
| Authors: | Hsieh, Meng-Chen ; Hurvich, Clifford M. ; Soulier, Philippe |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 141.2007, 2, p. 913-949
|