ARMA representation of integrated and realized variances
Year of publication: |
2003
|
---|---|
Authors: | Meddahi, Nour |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 6.2003, 2, p. 335-356
|
Subject: | Theorie | Theory | Varianzanalyse | Analysis of variance | ARMA-Modell | ARMA model |
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