Long Memory in Integrated and Realized Variance (Q2930712)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long Memory in Integrated and Realized Variance |
scientific article |
Statements
Long Memory in Integrated and Realized Variance (English)
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19 November 2014
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fractional Brownian motion
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long memory
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measurement error
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realized volatility
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