Estimation of long memory in volatility using wavelets

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Publication:2691712

DOI10.1515/snde-2016-0101OpenAlexW1953844655MaRDI QIDQ2691712

Jozef Barunik, Lucie Kraicová

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0101





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