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subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"LSE STICERD Research Paper"
~person:"Samarov, Alexander"
~subject:"Zeitreihenanalyse"
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Adaptive Semiparametric Estimation of the Memory Parameter - (Now Published with Revised Title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate...
Giraitis, Liudas
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2008
Persistent link: https://www.econbiz.de/10012771066
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