Estimating long memory in volatility (vol 73, pg 1283, 2005)

被引：2

作者：

Hurvich, Clifford M. ^{[1
]}

Moulines, Eric ^{[2
]}

Soulier, Philippe ^{[2
,3
]}

机构：

[1] NYU, Leonard N Stern Sch Business, New York, NY 10012 USA

[2] Ecole Natl Super Telecommun Bretagne, F-75005 Paris, France

[3] Univ Paris 10, F-92001 Nanterre, France

来源：

ECONOMETRICA | 2008年 / 76卷 / 03期

关键词：

D O I：

10.1111/j.1468-0262.2008.00851.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：661 / 662

页数：2

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