Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Details

Original languageEnglish
JournalFinance Research Letters
Publication statusPublished - 2016
Peer-reviewedYes

External IDs

Scopus 85008702803
ORCID /0000-0003-4359-987X/work/154742258

Keywords

Keywords

  • Conditional Variance for High-Frequency Data