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Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Baillie, Richard T.
;
Calonaci, Fabio
;
Cho, Dooyeon
; …
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 609-628
Persistent link: https://www.econbiz.de/10012094994
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