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"A wavelet Whittle estimator of generalized long-memory stochastic volatility."

Alex C. Gonzaga, Michael Hauser (2011)

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DOI: 10.1007/S10260-010-0153-9

access: closed

type: Journal Article

metadata version: 2020-05-25

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  - journals/sma/GonzagaH11
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  - https://dblp.org/rec/journals/sma/GonzagaH11
Alex C. Gonzaga, Michael Hauser:
A wavelet Whittle estimator of generalized long-memory stochastic volatility. Stat. Methods Appl. 20(1): 23-48 (2011)

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