IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
| Year of publication: |
2010
|
|---|---|
| Authors: | Wild, Phillip ; Foster, John ; Hinich, Melvin J. |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 14.2010, S1, p. 88-110
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |