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~accessRights:"free"
~institution:"School of Economics and Management, University of Aarhus"
~language:"und"
~subject:"long memory"
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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
Hillebrand, Eric
;
Medeiros, Marcelo C.
-
School of Economics and Management, University of Aarhus
-
2012
effects, in ARMA time series models and apply our modeling framework to daily
realized
volatility. Asymptotic theory for …
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