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
DOI
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
Subject(s)
Division(s)
Eprints ID
253239