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ON M-Estimation Under Long-Range Dependence in Volatility

Journal of Time Series Analysis, 28(1): 138--153, 2007.
Authors: Jan Beran
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00506.x
Tags: imported
| URL | BibTeX  
@article{Beran2007,
title = {ON M-Estimation Under Long-Range Dependence in Volatility},
author = {Jan Beran},
day = {01},
journal = {Journal of Time Series Analysis},
month = {Jan},
note = {doi: 10.1111/j.1467-9892.2006.00506.x},
number = {1},
pages = {138--153},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2006.00506.x},
volume = {28},
year = {2007},
keywords = {imported }
}