Estimating Long Memory in Volatility (Q5393932)

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scientific article; zbMATH DE number 5066863
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Estimating Long Memory in Volatility
scientific article; zbMATH DE number 5066863

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    Estimating Long Memory in Volatility (English)
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    24 October 2006
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    LMSV
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    FIEGARCH
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    local Whittle estimator
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    semiparametric estimation
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