The detection and estimation of long memory in stochastic volatility
| Year of publication: |
1998
|
|---|---|
| Authors: | Breidt, F.Jay ; Crato, Nuno ; Lima, Pedro de |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 83.1998, 1-2, p. 325-348
|