%0 Journal Article %1 Bollerslev2000 %A Bollerslev, Tim %A Wright, Jonathan H. %D 2000 %J Journal of Econometrics %K Exchange rates %N 1 %P 81--106 %T Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data %U http://www.sciencedirect.com/science/article/B6VC0-40V4D1C-C/2/de8dfe7bd9b06fc6bffd4514370c9572 %V 98

@article{Bollerslev2000, added-at = {2008-04-21T22:02:42.000+0200}, author = {Bollerslev, Tim and Wright, Jonathan H.}, biburl = {https://www.bibsonomy.org/bibtex/297b4b4819a5d8bb9f11005d30b11c71e/smicha}, description = {Journal of Econometrics}, interhash = {fbe7025a0c20a259328a5652b6778b21}, intrahash = {97b4b4819a5d8bb9f11005d30b11c71e}, journal = {Journal of Econometrics}, keywords = {Exchange rates}, month = Sep, number = 1, pages = {81--106}, timestamp = {2008-04-21T22:05:03.000+0200}, title = {Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data}, url = {http://www.sciencedirect.com/science/article/B6VC0-40V4D1C-C/2/de8dfe7bd9b06fc6bffd4514370c9572}, volume = 98, year = 2000 }