Semiparametric Estimation of Long-Memory Volatility Dependencies
Publication
, Journal Article
Bollerslev, T; Wright, JH
Published in: Journal of Econometrics
2000
Duke Scholars
Published In
Journal of Econometrics
Publication Date
2000
Volume
98
Issue
1
Start / End Page
81 / 106
Related Subject Headings
- Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., & Wright, J. H. (2000). Semiparametric Estimation of Long-Memory Volatility Dependencies. Journal of Econometrics, 98(1), 81–106.
Bollerslev, T., and J. H. Wright. “Semiparametric Estimation of Long-Memory Volatility Dependencies.” Journal of Econometrics 98, no. 1 (2000): 81–106.
Bollerslev T, Wright JH. Semiparametric Estimation of Long-Memory Volatility Dependencies. Journal of Econometrics. 2000;98(1):81–106.
Bollerslev, T., and J. H. Wright. “Semiparametric Estimation of Long-Memory Volatility Dependencies.” Journal of Econometrics, vol. 98, no. 1, 2000, pp. 81–106.
Bollerslev T, Wright JH. Semiparametric Estimation of Long-Memory Volatility Dependencies. Journal of Econometrics. 2000;98(1):81–106.
Published In
Journal of Econometrics
Publication Date
2000
Volume
98
Issue
1
Start / End Page
81 / 106
Related Subject Headings
- Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics