Parametric estimation of long memory in factor models (Q6108311)
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scientific article; zbMATH DE number 7704502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation of long memory in factor models |
scientific article; zbMATH DE number 7704502 |
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Parametric estimation of long memory in factor models (English)
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29 June 2023
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factor models
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long memory
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conditional sum of squares
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principal components analysis
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realized volatility
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