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0478480 - ÚTIA 2018 RIV US eng J - Journal Article
Kraicová, Lucie - Baruník, Jozef
Estimation of long memory in volatility using wavelets.
Studies in Nonlinear Dynamics and Econometrics. Roč. 21, č. 3 (2017), č. článku 20160101. ISSN 1081-1826. E-ISSN 1558-3708
R&D Projects: GA ČR GA13-32263S
EU Projects: European Commission 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : long memory * wavelets * whittle
OECD category: Applied Economics, Econometrics
Impact factor: 0.855, year: 2017
http://library.utia.cas.cz/separaty/2017/E/barunik-0478480.pdf
Permanent Link: http://hdl.handle.net/11104/0274595