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Browsing by Subject "nonlinearity"

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ThumbnailNumberIssue Date TitleAuthor(s)
SOR-2001-1Apr-2001 The Local Whittle Estimator of Long Memory Stochastic VolatilityHurvich, Clifford M.; Ray, Bonnie K.
SOR-2003-5May-2003 The Local Whittle Estimator of Long Memory Stochastic VolatilityHurvich, Clifford M.; Ray, Bonnie K.
Showing results 1 to 2 of 2

 
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