Gaussian inference on certain long-range dependent volatility models
| Year of publication: |
2003
|
|---|---|
| Authors: | Zaffaroni, Paolo ; d'Italia, Banca |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 115.2003, 2, p. 199-258
|