Distinguishing short and long memory volatility specifications.
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| Title: | Distinguishing short and long memory volatility specifications. |
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| Authors: | Shiuyan Pong1 pongeddie@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 |
| ISSN: | 13684221 |
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| DOI: | 10.1111/j.1368-423X.2008.00251.x |
