%0 Journal Article %1 Wright1999b %A Wright, Jonathan H. %D 1999 %J Economics Letters %K GMM %N 3 %P 295--303 %T A new estimator of the fractionally integrated stochastic volatility model %U http://www.sciencedirect.com/science/article/B6V84-3WRBR6C-7/2/0bb3184cb96ae2f22bc831dead0c4077 %V 63

@article{Wright1999b, added-at = {2008-04-21T22:09:52.000+0200}, author = {Wright, Jonathan H.}, biburl = {https://www.bibsonomy.org/bibtex/254fc07d0113ba5478b85e88716193831/smicha}, description = {Economics Letters}, interhash = {d38c9013915e5d23a8f3fba71aff95be}, intrahash = {54fc07d0113ba5478b85e88716193831}, journal = {Economics Letters}, keywords = {GMM}, month = Jun, number = 3, pages = {295--303}, timestamp = {2008-04-21T22:14:37.000+0200}, title = {A new estimator of the fractionally integrated stochastic volatility model}, url = {http://www.sciencedirect.com/science/article/B6V84-3WRBR6C-7/2/0bb3184cb96ae2f22bc831dead0c4077}, volume = 63, year = 1999 }