Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends Journal Article uri icon

Overview

publication date

  • May 1, 2013

has restriction

  • green

Date in CU Experts

  • July 3, 2018 11:05 AM

Full Author List

  • McCloskey A

author count

  • 1

Other Profiles

International Standard Serial Number (ISSN)

  • 0143-9782

Additional Document Info

start page

  • 285

end page

  • 301

volume

  • 34

issue

  • 3