@misc{aufsatz69653,
    affiliation = {Professur für BWL, insb. Finanzwirtschaft und Finanzdienst­leistungen},
    title = {Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data},
    journal = {Finance Research Letters},
    keywords = {Conditional Variance for High-Frequency Data},
    year = {2016},
    peerreview = {Ja},
    openaccess = {Ja},
    doi = {10.1016/j.frl.2016.12.020},
    author = {Klein, Tony and Walther, Thomas}
}