Nonlinearity and temporal dependence-Reference-Cited by-同舟云学术

Nonlinearity and temporal dependence

Published:2010-04 Issue:2 Volume:155 Page:155-169
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Chen Xiaohong,Hansen Lars Peter,Carrasco Marine

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference44 articles.

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4. Ordinary Differential Equations;Birkhoff,1989

5. Modeling and pricing long memory in stock market volatility;Bollerslev;Journal of Econometrics,1996

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