Correction to ``rescaled variance and related tests for long memory in volatility and levels'' (2003V112 p265-294)

Giraitis, Liudas, Kokoszka, Piotr, Leipus, Remigijus, Teyssière, Gilles . Journal of Econometrics 2005. 126 (2) :571-572

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Bibtex

@article{CIS-217972,
  Author = {Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus and Teyssière, Gilles},
  Title = {Correction to ``rescaled variance and related tests for long memory in volatility and levels'' (2003V112 p265-294)},
  Journal = {Journal of Econometrics},
  Volume = {126},
  Number = {2},
  Year = {2005},
  Pages = {571--572},
  Keywords = {}
}

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