Estimating Long Memory in Volatility
- 作者Clifford M. Hurvich; Eric Moulines; Philippe Soulier
- 卷第73卷
- 期第4期
- 印刷ISSN0012-9682
- 电子ISSN1468-0262
- 文件大小309.37KB
- 发表时间2005
- DOI10.1111/j.1468-0262.2005.00616.x
- 页码1283-1328
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