Härdle, Wolfgang; Mungo, Julius - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
Economics, Humboldt-Universit¨at
zu Berlin, Spandauer Straße 1, 10178 Berlin, Germany
2CASE – Center for Applied Statistics and … Economics, Humboldt-Universit¨at
zu Berlin, Spandauer Straße 1, 10178 Berlin, Germany; e-mail: mungo@wiwi.hu-
berlin.de; phone … processes and fractional integration in
economics. Journal of Econometrics, 73: 5–59.
Baillie, R. T., Bollerslev, T., Mikkelson …