Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769): Difference between revisions
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English | Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data |
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Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (English)
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17 August 2001
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log-periodogram regressions
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stochastic volatility
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temporal aggregation
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high-frequency data
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exchange rates
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long memory
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