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Asymptotics for duration-driven long range dependent processes
Hsieh, Meng-Chen
;
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 913-949
Persistent link: https://www.econbiz.de/10007859766
Saved in:
2
Asymptotics for duration-driven long range dependent processes
Hsieh, Meng-chen
;
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 913-949
Persistent link: https://www.econbiz.de/10003571367
Saved in:
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