A Simple Approximate Long-Memory Model of Realized Volatility

DOI10.1093/JJFINEC/NBP001MaRDI QIDQ143648FDO

Authors F. Corsi

Publication date 7 November 2008

Published in Journal of Financial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JJFINEC/NBP001

Cited in

(1)

• HARModel

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