The asymptotic codifference and covariation of...

The asymptotic codifference and covariation of log-fractional stable noise

Levy, Joshua B., Taqqu, Murad S.
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Volume:
181
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.02.006
Date:
July, 2014
File:
PDF, 429 KB
english, 2014
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