Estimating Long Memory in Volatility
| Year of publication: |
2005
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|---|---|
| Authors: | Hurvich, Clifford M. ; Moulines, Eric ; Soulier, Philippe |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 73.2005, 4, p. 1283-1328
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