Browsing by Author Hsieh, Mengchen
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 29-Aug-2003 | Asymptotics for Duration-Driven Long Range Dependent Processes | Hsieh, Mengchen; Hurvich, Clifford M.; Souliery, Philippe |
| 13-Jan-2005 | Tracing the Source of Long Memory in Volatility | Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M. |
Showing results 1 to 2 of 2