Fractional integration versus level shifts: the case of realized asset correlations (Q379926)
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scientific article; zbMATH DE number 6224840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional integration versus level shifts: the case of realized asset correlations |
scientific article; zbMATH DE number 6224840 |
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Fractional integration versus level shifts: the case of realized asset correlations (English)
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11 November 2013
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long memory
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fractional integration
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structural breaks
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realized correlation
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