Refined Inference on Long Memory in Realized Volatility (Q3539875): Difference between revisions

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Revision as of 20:03, 19 March 2024

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Refined Inference on Long Memory in Realized Volatility
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    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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