Home
People
Institutions
Chairs
Agenda
Job market
Login
Updated: 10/12/2008 09:56
"Rescaled Variance and Related Tests for Long Memory in Volatility and Levels." Journal of Econometrics, 2003, vol 112, p 265-294.
Download locations
"Rescaled Variance and Related Tests for Long Memory in Volatility and Levels." Journal of Econometrics, 2003, vol 112, p 265-294.
http://gilles.teyssiere.free.fr/papers/gklt_joe.pdf
Support and feedback:
info@e-fern.org
Download locations