Refined Inference on Long Memory in Realized Volatility (Q3539875)
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scientific article; zbMATH DE number 5368904
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Refined Inference on Long Memory in Realized Volatility |
scientific article; zbMATH DE number 5368904 |
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Refined Inference on Long Memory in Realized Volatility (English)
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19 November 2008
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Edgeworth expansion
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long memory
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realized volatility
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0.8532906770706177
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0.8419607877731323
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0.8372974395751953
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0.8236126899719238
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