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scientific article
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scientific article

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    author
    Gilles Teyssière
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    Patrice Abry
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    publication date
    5 February 2010
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    Mathematics Subject Classification ID
    91G70
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    91B84
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    65T60
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    62M15
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    zbMATH DE Number
    5666932
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    zbMATH Keywords
    long memory
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    nonlinear long-range dependent volatility
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    estimation
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    wavelets
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    LARCH
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    short memory
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    GARCH
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