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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Time series analysis"
~subject:"long memory"
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Time series analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of financial analysis
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1
Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per
;
Nielsen, Frank S.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Asymptotic properties of
GARCH
-X processes
Han, Heejoon
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10010519656
Saved in:
4
One-step semiparametric estimation of the
GARCH
model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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