ARMA representation of integrated and realized variances

DOI10.1111/1368-423X.t01-1-00112zbMath1036.62085OpenAlexW2098060360MaRDI QIDQ4458360

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Publication date: 17 March 2004

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.t01-1-00112

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