Issue Date | Title | Author(s) |
16-May-2007 | Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility | Deo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
25-Jul-2002 | Estimation of long memory in the presence of a smooth nonparametric trend | Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe |
8-Nov-2005 | Propagation of Memory Parameter from Durations to Counts | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
2000 | TESTING FOR LONG MEMORY IN VOLATILITY | Hurvich, Clifford M.; Soulier, Philippe |
Feb-2002 | Estimating long memory in volatility | Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe |
20-Nov-2012 | Drift in Transcation-Level Asset Price Models | Cao, Wen; Hurvich, Clifford; Soulier, Philippe |
19-Jul-2012 | Limit Laws in Trasnaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford; Soulier, Philippe |