Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Year of publication: |
2005
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Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus ; Teyssière, Gilles |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 126.2005, 2, p. 571-572
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