Quantile regression for long memory testing: A case of realized volatility
- Hassler, U.
- Rodrigues, P.M.M.
- Rubia, A.
ISSN: 1479-8417, 1479-8409
Année de publication: 2016
Volumen: 14
Número: 4
Pages: 693-724
Type: Article
Revue:
Journal of Financial Econometrics