TESTING FOR LONG MEMORY IN VOLATILITY (Q4807333)
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scientific article; zbMATH DE number 1911810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING FOR LONG MEMORY IN VOLATILITY |
scientific article; zbMATH DE number 1911810 |
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TESTING FOR LONG MEMORY IN VOLATILITY (English)
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18 May 2003
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Geweke-Porter-Hudak estimator
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Edgeworth expansions
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