Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000

DOI10.1016/S0304-4076(02)00088-XzbMath1007.00045WikidataQ57944336 ScholiaQ57944336MaRDI QIDQ1863673

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Publication date: 11 March 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Nonlinear time seriesCardiff (GB)Long Memory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings of conferences of miscellaneous specific interest (00B25)

Related Items (1)

The Volatility of Realized Volatility

Cites Work

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