Distinguishing short and long memory volatility specifications
Version of Record online: 22 SEP 2008
© The Author(s). Journal compilation © Royal Economic Society 2008
The Econometrics Journal
Volume 11, Issue 3, pages 617–637, November 2008
How to Cite
Pong, S., Shackleton, . M. B. and Taylor, . S. J. (2008), Distinguishing short and long memory volatility specifications. The Econometrics Journal, 11: 617–637. doi: 10.1111/j.1368-423X.2008.00251.x
- Issue online: 3 NOV 2008
- Version of Record online: 22 SEP 2008
- First version received: January 2006; final version accepted: March 2008
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!