Gaussian inference on certain long-range dependent...

Gaussian inference on certain long-range dependent volatility models

Paolo Zaffaroni, Banca d'Italia
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Volume:
115
Year:
2003
Language:
english
Pages:
60
DOI:
10.1016/s0304-4076(03)00096-4
File:
PDF, 645 KB
english, 2003
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