Estimating the Persistence and the Autocorrelation Function...

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Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error

Hansen, Peter Reinhard, Lunde, Asger
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1550269
File:
PDF, 334 KB
english, 2010
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