Items where Author is "Henry, Marc"

Number of items: 3.
Working paper
  • 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