Open AccessEstimation of Long Memory in Integrated Variance
Author(s) -
Eduardo Rossi,
Paolo Santucci de Magistris
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1808619
Subject(s) - variance (accounting) , econometrics , long memory , estimation , statistics , computer science , mathematics , economics , accounting , volatility (finance) , management
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