Estimation of Long Memory in Integrated Variance (Q5080471)
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scientific article; zbMATH DE number 7534636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Long Memory in Integrated Variance |
scientific article; zbMATH DE number 7534636 |
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Estimation of Long Memory in Integrated Variance (English)
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31 May 2022
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local Whittle estimator
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long memory stochastic volatility
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measurement error
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realized variance
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