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Rescaled variance and related tests for long memory in volatility and levels
Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus, Gilles TeyssièreVolume:
112
Year:
2003
Language:
english
Pages:
30
DOI:
10.1016/s0304-4076(02)00197-5
File:
PDF, 406 KB
english, 2003