CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
| Year of publication: |
2009
|
|---|---|
| Authors: | Deo, Rohit ; Hurvich, Clifford M. ; Soulier, Philippe ; Wang, Yi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 3, p. 764-792
|