Quantile regression for long memory testing: A case of realized volatility

  1. Hassler, U.
  2. Rodrigues, P.M.M.
  3. Rubia, A.
Journal:
Journal of Financial Econometrics

ISSN: 1479-8417,  1479-8409

Year of publication: 2016

Volume: 14

Issue: 4

Pages: 693-724

Type: Article

DOI: 10.1093/JJFINEC/NBW001 GOOGLE SCHOLAR
Data source: Scopus