Rescaled variance and related tests for long memory in volatility and levels (vol 112, pg 265, 2003)

被引：2
|
作者：
Giraitis, L
Kokoszka, P
Leipus, R
Teyssière, G
机构：
[1] Vilnius State Univ, Dept Math & Informat, LT-03225 Vilnius, Lithuania
[2] Univ York, Dept Math & Econ, York YO10 5DD, N Yorkshire, England
[3] Utah State Univ, Dept Math & Stat, Logan, UT 84322 USA
[4] GREQAM & CORE, Ctr Vieille Charite, F-13002 Marseille, France
来源：
JOURNAL OF ECONOMETRICS | 2005年 / 126卷 / 02期
关键词：
D O I：
10.1016/j.jeconom.2004.08.001
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：571 / 572
页数：2
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