ARTICLES - On the Log Periodogram Regression Estimator of the Memory Parameter in Long Memory Stochastic Volatility Models
| Year of publication: |
2001
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|---|---|
| Authors: | Deo, Robit S. ; Hurvich, Clifford M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 17.2001, 4, p. 686-710
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