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A Simple Approximate Long-Memory Model of Realized Volatility (Q143648)

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scientific article
Language Label Description Also known as
English
A Simple Approximate Long-Memory Model of Realized Volatility
scientific article

    Statements

    volume
    7
    0 references
    issue
    2
    0 references
    page(s)
    174-196
    0 references
    publication date
    7 November 2008
    0 references
    author
    F. Corsi
    0 references

    Identifiers

     
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