The detection and estimation of long memory in stochastic volatility
| Year of publication: |
1998
|
|---|---|
| Authors: | Breidt, F. Jay ; Crato, Nuno ; de Lima, Pedro |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 83.1998, 1-2, p. 325-348
|
| Publisher: |
Elsevier |