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Semiparametric Estimation of Long-Memory Volatility Dependencies

dc.contributor.author Bollerslev, T
dc.contributor.author Wright, JH
dc.date.accessioned 2010-03-09T15:29:39Z
dc.date.issued 2000
dc.identifier.uri https://hdl.handle.net/10161/1916
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof Journal of Econometrics
dc.title Semiparametric Estimation of Long-Memory Volatility Dependencies
dc.type Journal article
duke.contributor.id Bollerslev, T|0217510
pubs.begin-page 81
pubs.end-page 106
pubs.issue 1
pubs.organisational-group Duke
pubs.organisational-group Economics
pubs.organisational-group Trinity College of Arts & Sciences
pubs.publication-status Published
pubs.volume 98


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