Econometric estimation in long-range dependent volatility models: Theory and practice
| Year of publication: |
2008
|
|---|---|
| Authors: | Casas, Isabel ; Gao, Jiti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 72-83
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