Distinguishing short and long memory volatility specifications (Q3548528): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distinguishing short and long memory volatility specifications |
scientific article |
Statements
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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