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

Isabel Casas, Jiti Gao

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@article{02972db2906e44389706ee15e96116b7,

title = "Econometric estimation in long-range dependent volatility models: Theory and practice",

author = "Isabel Casas and Jiti Gao",

year = "2008",

doi = "10.1016/j.jeconom.2008.09.035",

language = "English",

volume = "147",

pages = "72 -- 83",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}