Fractional integration versus level shifts: the case of realized asset correlations (Q379926): Difference between revisions

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Latest revision as of 01:29, 7 July 2024

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Fractional integration versus level shifts: the case of realized asset correlations
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    Fractional integration versus level shifts: the case of realized asset correlations (English)
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    11 November 2013
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    long memory
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    fractional integration
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    structural breaks
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    realized correlation
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