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The detection and estimation of long memory in stochastic volatility
Breidt, F.Jay
;
Crato, Nuno
;
Lima, Pedro de
- In:
Journal of econometrics
83
(
1998
)
1-2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10006790172
Saved in:
2
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
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