The detection and estimation of long memory in stochastic volatility

被引：0
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作者：
Breidt, F. Jay
Crato, Nuno
De, Lima, Pedro
机构：
[1] Department of Statistics, Iowa State University, Ames, IA 50011, United States
[2] Department of Economics, Johns Hopkins University, Baltimore, MD 21218, United States
来源：
Journal of Econometrics | / 83卷 / 1-2期
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页码：325 / 348
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