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~institution:"HAL"
~subject:"Estimation"
~subject:"long memory"
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Heterogeneous expectations and long range correlation of the volatility of asset returns
Coulon, Jérôme
;
Malevergne, Yannick
-
HAL
-
2010
heterogeneity parameters and the auto-covariance/auto-correlation functions of the
realized
volatility. We report different …
Persistent link: https://www.econbiz.de/10008794780
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