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~person:"Baruník, Jozef"
~person:"Bhandari, Avishek"
~person:"Gallegati, Mauro"
~person:"Ozun, Alper"
~subject:"Estimation theory"
~type:"article"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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Long memory in stock returns : an analysis using a wavelet based semi-parametric estimator
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
17
(
2018
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10011912845
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Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
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