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person:"Chauveau, Thierry"
subject:"Exchange rate"
~isPartOf:"Econometric reviews"
~person:"Nielsen, Morten Ørregaard"
~subject:"Estimation theory"
~subject:"Stock market"
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Chauveau, Thierry
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Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard
;
Frederiksen, Per Houmann
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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