Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
| Year of publication: |
2000
|
|---|---|
| Authors: | Bollerslev, Tim ; Wright, Jonathan H. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 98.2000, 1, p. 81-106
|
| Publisher: |
Elsevier |