Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]
| Year of publication: |
2005
|
|---|---|
| Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus ; Teyssiere, Gilles |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 126.2005, 2, p. 571-572
|
| Publisher: |
Elsevier |