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~institution:"London School of Economics (LSE)"
~person:"Arteche, Josu"
~subject:"Realised Volatility"
~subject:"long memory"
~subject:"long-range dependence"
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Arteche, Josu
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Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu
;
Robinson, Peter M.
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London School of Economics (LSE)
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1998
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