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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NYU Working Paper
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Statistics Working Papers Series, Vol. , pp. -, 2004
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The local whittle estimator of long-memory stochastic volatility
Hurvich, Clifford M.
;
Ray, Bonnie K.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 445-470
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