Distinguishing short and long memory volatility specifications (Q3548528): Difference between revisions

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Latest revision as of 10:31, 30 July 2024

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Distinguishing short and long memory volatility specifications
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    Distinguishing short and long memory volatility specifications (English)
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    15 December 2008
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    long memory
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    power
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    size
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    spectral test
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    volatility
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