Asymptotics for duration-driven long range dependent processes

Meng-Chen Hsieh, Clifford Hurvich and Philippe Soulier

Journal of Econometrics, 2007, vol. 141, issue 2, 913-949

Date: 2007
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Working Paper: Asymptotics for Duration-Driven Long Range Dependent Processes (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:141:y:2007:i:2:p:913-949

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