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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 98.2000, 1, p. 81-106
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