English
Deutsch
Log In
Email address
Password
Log-in (only for Administrators)
or
Login with HSG credentials
Research Outputs
Projects
People
Statistics
English
Deutsch
Log In
Email address
Password
Log-in (only for Administrators)
or
Login with HSG credentials
Home
HSG CRIS
HSG Publications
Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data
Export
Statistics
Options
Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data
Journal
Finance Research Letters
ISSN
1544-6123
Type
journal article
Date Issued
2017
Author(s)
Klein, Tony
Walther, Thomas
DOI
10.1016/j.frl.2016.12.020
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
None
Refereed
Yes
Publisher
Elsevier
Volume
22C
Start page
274
End page
279
Pages
6
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/103178
Subject(s)
economics
finance
Division(s)
ior/cf - Institute fo...
Eprints ID
253239
Scopus© citations
9
Acquisition Date
May 30, 2023
View Details
google-scholar
View Details
View statistics
View Details
Download statistics
View Details