Semiparametric estimation in Long Memory in Stochastic Volatility and Sigabl plus Noise models
- Authors:
- Arteche J
- Year:
- 2002
- Journal:
- Biltoki
- Volume:
- DT2002.02
- Initial page - Ending page:
- 1 - 31
- ISBN/ISSN:
- 1134-8984
- Description:
-
- Publisher= WORKING PAPER