The detection and estimation of long memory in stochastic volatility

被引：0

作者：

Breidt, F. Jay

Crato, Nuno

De, Lima, Pedro

机构：

[1] Department of Statistics, Iowa State University, Ames, IA 50011, United States

[2] Department of Economics, Johns Hopkins University, Baltimore, MD 21218, United States

来源：

Journal of Econometrics | / 83卷 / 1-2期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：325 / 348

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