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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Hassler, Uwe"
~subject:"Nonparametric statistics"
~subject:"Volatility"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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