Results 1-1 of 1
Issue Date | Title | Author(s) |
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2-Jun-2009 | Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
Issue Date | Title | Author(s) |
---|---|---|
2-Jun-2009 | Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |