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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"The econometrics journal"
~person:"Li, Jia"
~person:"Taylor, Stephen"
~person:"Todorov, Viktor"
~subject:"Induktive Statistik"
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Li, Jia
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The econometrics journal
Journal of econometrics
12
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
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