TESTING FOR LONG MEMORY IN VOLATILITY
- 期刊名称Econometric Theory
- 作者Hurvich, Clifford M.; Soulier, Philippe
- 卷第18卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小142.92KB
- 发表时间2002-12
- DOI10.1017/s0266466602186014
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