Econometric estimation in long-range dependent volatility models: Theory and practice

Isabel Casas, Jiti Gao

Research output: Contribution to journalArticleResearchpeer-review

24 Citations (Scopus)
Original languageEnglish
Pages (from-to)72 - 83
Number of pages12
JournalJournal of Econometrics
Volume147
Issue number1
DOIs
Publication statusPublished - 2008
Externally publishedYes

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