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~institution:"London School of Economics (LSE)"
~institution:"Suntory and Toyota International Centres for Economics and Related Disciplines, LSE"
~person:"Arteche, Josu"
~subject:"Realised Volatility"
~subject:"long memory"
~subject:"long-range dependence"
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Realised Volatility
long memory
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Semiparametric inference
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cyclic time series
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seasonality
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Arteche, Josu
Robinson, Peter M
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Robinson, Peter M.
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Giraitis, Liudas
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Hidalgo, Javier
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Kalnina, Ilze
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Linton, Oliver
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Zaffaroni, Paolo
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London School of Economics (LSE)
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu
;
Robinson, Peter M.
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London School of Economics (LSE)
-
1998
Persistent link: https://www.econbiz.de/10010745134
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