Distinguishing short and long memory volatility specifications
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Publication:3548528
DOI10.1111/j.1368-423X.2008.00251.xzbMath1153.91556OpenAlexW3123363587MaRDI QIDQ3548528
Stephen J. Taylor, Shiuyan Pong, Mark B. Shackleton
Publication date: 15 December 2008
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00251.x
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