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subject:"Forecasting model"
~isPartOf:"Econometric theory"
~subject:"Zeitreihenanalyse"
~subject:"duration analysis"
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Forecasting model
Zeitreihenanalyse
duration analysis
Duration analysis
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Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
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