Testing for Long Memory in Volatility
- 期刊名称Econometric Theory
- 作者Clifford M. Hurvich and Philippe Soulier
- 卷第18卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小1692.54KB
- 发表时间2002-12
- DOI10.2307/3533564
- 页码1291-1308
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