Publication detail

Estimation of Long Memory in Volatility Using Wavelets

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Lucie Kraicová ,
Type: Articles in journals with impact factor
Year: 2017
Number: 0
ISSN / ISBN:
Published in: Studies in Nonlinear Dynamics & Econometrics,21(3), preprint: PDF
Publishing place:
Keywords:
JEL codes:
Suggested Citation: Kraicová, L. & Baruník, J. (2017). Estimation of long memory in volatility using wavelets. Studies in Nonlinear Dynamics & Econometrics, 21(3), pp. -.
Abstract:
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