Estimating Long Memory in Volatility (Q5393932)
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scientific article; zbMATH DE number 5066863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Long Memory in Volatility |
scientific article; zbMATH DE number 5066863 |
Statements
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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