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Modeling and forecasting persistent financial durations
Zikes, Filip
;
Baruník, Jozef
;
Shenai, Nikhil
-
2015
asymptotic normality for general MSMD specifications. We show that the
Whittle
estimation
is a computationally simple and fast …
Persistent link: https://www.econbiz.de/10010499581
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