Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Rohit Deo and Clifford M. Hurvich; Philippe Soulier; Yi Wang
| Year of publication: |
2009
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|---|---|
| Authors: | Deo, Rohit S. ; Hurvich, Clifford M. ; Soulier, Philippe ; Wang, Yi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 3, p. 764-792
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| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Bestandsanalyse | Duration analysis | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003864181