Items where Author is "Henry, Marc"

Item Type No Grouping

Higher-order kernel semiparametric M-estimation of long memory. Robinson, Peter; Henry, Marc

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. Robinson, Peter M.; Henry, Marc

An investigation of long range dependence in intra-day foreign exchange rate volatility. Henry, Marc; Payne, Richard picture_as_pdf