Mengchen Hsieh

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

80

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Tracing the Source of Long Memory in Volatility

NYU Working Paper No. SOR-2005-2
Number of pages: 40 Posted: 03 Nov 2008
Rohit Deo, Mengchen Hsieh and Clifford M. Hurvich
Stern School of Business, New York University, affiliation not provided to SSRN and Stern School of Business, New York University
Downloads 64 (347,650)

Abstract:

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2.

Asymptotics for Duration-Driven Long Range Dependent Processes

NYU Working Paper No. SOR-2003-8
Number of pages: 40 Posted: 03 Nov 2008
affiliation not provided to SSRN, Stern School of Business, New York University and affiliation not provided to SSRN
Downloads 16 (549,256)

Abstract:

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