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Gaussian semiparametric estimation in long memory in stochastic volatility and long memory in stochastic volatility and signal plus noise models
Arteche, Josu
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Journal of econometrics
119
(
2004
)
1
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pp. 131-154
Persistent link: https://www.econbiz.de/10001944062
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Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
Arteche, Josu
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10006758249
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