A wavelet Whittle estimator of generalized long-memory stochastic volatility

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	23 - 48
Journal	Statistical Methods and Applications
Volume	20
Publication status	Published - 1 Dec 2011

Austrian Classification of Fields of Science and Technology (ÖFOS)

@article{498fd10da4134f15a8392ca4c43f2ac2,

title = "A wavelet Whittle estimator of generalized long-memory stochastic volatility",

author = "Alex Gonzaga and Michael Hauser",

year = "2011",

month = dec,

day = "1",

language = "English",

volume = "20",

pages = "23 -- 48",

journal = "Statistical Methods and Applications",

issn = "1613-981X",

publisher = "Springer Nature",

}