Asymptotics for duration-driven long range dependent processes
Year of publication: |
2007
|
---|---|
Authors: | Hsieh, Meng-Chen ; Hurvich, Clifford M. ; Soulier, Philippe |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 913-949
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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