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~subject:"multifractal models"
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multifractal models
Whittle estimation
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long memory
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Modeling and forecasting persistent financial durations
Zikes, Filip
;
Barunik, 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/10010500515
Saved in:
2
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
Saved in:
3
Modeling and forecasting persistent financial durations
Zikes, Filip
;
Barunik, Jozef
;
Shenai, Nikhil
-
Institut für Volkswirtschaftslehre, …
-
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/10011213924
Saved in:
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