Modeling and forecasting persistent financial durations (Q5864631)

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scientific article; zbMATH DE number 7538199
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Modeling and forecasting persistent financial durations
scientific article; zbMATH DE number 7538199

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    Modeling and forecasting persistent financial durations (English)
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    8 June 2022
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    long memory
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    multifractal models
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    price durations
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    realized volatility
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    Whittle estimation
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