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Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data

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  • Bollerslev, Tim
  • Wright, Jonathan H.

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  • Bollerslev, Tim & Wright, Jonathan H., 2000. "Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data," Journal of Econometrics, Elsevier, vol. 98(1), pages 81-106, September.
    • Handle: RePEc:eee:econom:v:98:y:2000:i:1:p:81-106
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