Econometric estimation in long-range dependent volatility models: Theory and practice
Work
Year: 2008
Type: article
Source: Journal of Econometrics
Authors Isabel Casas, Jiti Gao
Institutions Aarhus University, The University of Adelaide
Cites: 56
Cited by: 41
Related to: 10
FWCI: 2.577
Citation percentile (by year/subfield): 94.37
Subfield: Finance
Domain: Social Sciences
Open Access status: green