Microeconomic Models for Long Memory in the Volatility of Financial Time Series (Q3368284)

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Microeconomic Models for Long Memory in the Volatility of Financial Time Series
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    Microeconomic Models for Long Memory in the Volatility of Financial Time Series (English)
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    27 January 2006
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    long memory
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    microeconomic models
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    field effects
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    semiparametric tests
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    conditional
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