Institute of Information Theory and Automation

You are here

Bibliography

GA13-32263S

  1. Kraicová Lucie, Baruník JozefEstimation of long memory in volatility using wavelets , Studies in Nonlinear Dynamics and Econometrics vol.21, [2017] Download DOI: 10.1515/snde-2016-0101
2019-01-07 08:39