Erratum: Estimating long memory in volatility (Economietrica (2005) 73 (1283-1328))

Résultats de recherche: Contribution à un journal › Commentaire/débat

Accès au document

@article{d8a1f5b5e3f04075b6a4b918e7f4a067,

title = "Erratum: Estimating long memory in volatility (Economietrica (2005) 73 (1283-1328))",

author = "Hurvich, \{Clifford M.\} and Eric Moulines and Philippe Soulier",

year = "2008",

month = may,

day = "1",

doi = "10.1111/j.1468-0262.2008.00851.x",

language = "English",

volume = "76",

pages = "661--662",

journal = "Econometrica",

issn = "0012-9682",

number = "3",

}

TY - JOUR

T1 - Erratum

T2 - Estimating long memory in volatility (Economietrica (2005) 73 (1283-1328))

AU - Hurvich, Clifford M.

AU - Moulines, Eric

AU - Soulier, Philippe

PY - 2008/5/1

Y1 - 2008/5/1

U2 - 10.1111/j.1468-0262.2008.00851.x

DO - 10.1111/j.1468-0262.2008.00851.x

M3 - Comment/debate

AN - SCOPUS:42449116267

SN - 0012-9682

VL - 76

SP - 661

EP - 662

JO - Econometrica

JF - Econometrica

IS - 3

ER -