Realized Volatility and Long Memory: An Overview
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Publication:3539861
DOI10.1080/07474930701853459zbMath1359.62460OpenAlexW2086720953MaRDI QIDQ3539861
Michael McAleer, Esfandiar Maasoumi
Publication date: 19 November 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930701853459
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)
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