Quotation Gonzaga, Alex, Hauser, Michael. 2011. A wavelet Whittle estimator of generalized long-memory stochastic volatility. Statistical Methods and Applications 20 23-48.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Statistical Methods and Applications
Citation Index SCI
Language English
Title A wavelet Whittle estimator of generalized long-memory stochastic volatility
Volume 20
Year 2011
Page from 23
Page to 48
Reviewed? Y

Associations

People
Hauser, Michael (Former researcher)
External
Gonzaga, Alex (University of the Philippines, Manila, Philippines)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
5361 Financial management (Details)
5707 Time series analysis (Details)
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