The effect of long memory in volatility on location estimation

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BERAN, Jan, Martin SCHÜTZNER, 2008. The effect of long memory in volatility on location estimation. In: Sankhya. 70(1), pp. 84-112. ISSN 0976-8386. eISSN 0976-8394

@article{Beran2008effec-794, title={The effect of long memory in volatility on location estimation}, year={2008}, number={1}, volume={70}, issn={0976-8386}, journal={Sankhya}, pages={84--112}, author={Beran, Jan and Schützner, Martin} }

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