Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
- 30 September 2000
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 98 (1) , 81-106
- https://doi.org/10.1016/s0304-4076(99)00079-2
Abstract
No abstract availableThis publication has 44 references indexed in Scilit:
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