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subject:"United States"
language:"eng"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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