Bollerslev, Tim; Wright, Jonathan H. Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data. (English) Zbl 0966.62078 J. Econom. 98, No. 1, 81-106 (2000). MSC: 62P05 91B84 62G08 62G05 62P20 PDFBibTeX XMLCite \textit{T. Bollerslev} and \textit{J. H. Wright}, J. Econom. 98, No. 1, 81--106 (2000; Zbl 0966.62078) Full Text: DOI
Bollerslev, Tim; Mikkelsen, Hans Ole Long-term equity anticipation securities and stock market volatility dynamics. (English) Zbl 0933.62125 J. Econom. 92, No. 1, 75-99 (1999). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{T. Bollerslev} and \textit{H. O. Mikkelsen}, J. Econom. 92, No. 1, 75--99 (1999; Zbl 0933.62125) Full Text: DOI