Author:
Shao Xiaofeng,Wu Wei Biao
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference28 articles.
1. Convergence of Probability Measures;Billingsley,1968
2. Regular Variation;Bingham,1987
3. Time Series: Data Analysis and Theory;Brillinger,1975
4. Rescaled variance and related tests for long memory in volatility and levels;Giraitis;J. Econometrics,2003
5. Testing for long memory in volatility;Hurvich;Econom. Theory,2002
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献