Refined Inference on Long Memory in Realized Volatility (Q3539875): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined Inference on Long Memory in Realized Volatility |
scientific article |
Statements
Refined Inference on Long Memory in Realized Volatility (English)
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19 November 2008
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Edgeworth expansion
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long memory
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realized volatility
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