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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Buch, Claudia M."
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility"
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Buch, Claudia M.
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Ghysels, Eric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
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