Rescaled variance and related tests for long memory in volatility and levels
| Year of publication: |
2003
|
|---|---|
| Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus ; Teyssiere, Gilles |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 112.2003, 2, p. 265-294
|
| Publisher: |
Elsevier |