Pages that link to "Item:Q5226148"

The following pages link to The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148):

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• Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)