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Distinguishing short and long memory volatility specifications.

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Title: Distinguishing short and long memory volatility specifications.
Authors: Shiuyan Pong1 pong•eddie@hotmail.com, Shackleton, Mark B.1 m.shackleton@lancaster.ac.uk, Taylor, Stephen J.1 s.taylor@lancaster.ac.uk
Source: Econometrics Journal. Dec2008, Vol. 11 Issue 3, p617-637. 21p. 1 Diagram, 4 Charts, 5 Graphs.
Database: Business Source Ultimate
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An: 35035314
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  Data: Distinguishing short and long memory volatility specifications.
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  Data: <searchLink fieldCode="AR" term="%22Shiuyan+Pong%22">Shiuyan Pong</searchLink><relatesTo>1</relatesTo><i> pong•eddie@hotmail.com</i><br /><searchLink fieldCode="AR" term="%22Shackleton%2C+Mark+B%2E%22">Shackleton, Mark B.</searchLink><relatesTo>1</relatesTo><i> m.shackleton@lancaster.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Taylor%2C+Stephen+J%2E%22">Taylor, Stephen J.</searchLink><relatesTo>1</relatesTo><i> s.taylor@lancaster.ac.uk</i>
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  Data: <searchLink fieldCode="JN" term="%22Econometrics+Journal%22">Econometrics Journal</searchLink>. Dec2008, Vol. 11 Issue 3, p617-637. 21p. 1 Diagram, 4 Charts, 5 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=35035314
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      – Type: doi
        Value: 10.1111/j.1368-423X.2008.00251.x
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 617
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      – TitleFull: Distinguishing short and long memory volatility specifications.
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            NameFull: Shackleton, Mark B.
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              Text: Dec2008
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