Rescaled variance and related tests for long memory in volatility and levels
| Authors: | GIRAITIS, Liudas ; KOKOSZKA, Piotr ; LEIPUS, Remigijus ; TEYSSIÈRE, Gilles |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Econometrics, 112, 265-294, 2003 Number -1594 |
| Other identifiers: | 10.1016/S0304-4076(02)00197-5 [DOI] |
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Persistent link: https://www.econbiz.de/10010926657