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.format.mimetype | application/pdf | |
| dc.identifier.uri | ||
| dc.language.iso | en_US | |
| dc.relation.ispartof | Journal of Econometrics | |
| dc.title | Semiparametric Estimation of Long-Memory Volatility Dependencies | |
| dc.type | Journal article | |
| 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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