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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Risks : open access journal"
~person:"Bayer, Christian"
~person:"Dalla, Violetta"
~subject:"Bayesian inference"
~subject:"Local Whittle estimation"
~type_genre:"Government document"
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Bayer, Christian
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Journal of empirical finance
Quantitative finance
Risks : open access journal
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Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
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