Henry, Marc (contributor); Zaffaroni, Paolo (contributor) - 2002 - [Elektronische Ressource]
arbitrage in mul-
tiperiod securities markets," Journal of Economic Theory, 20, 381{408.
[55] Harvey, A. C. (1998): \Long-memory … and robust semiparametric estimators of long memory
have then been proposed by[69], [99], [62], [65], [89], [4], [105] and … high-frequency data, allowed
easier and more convincing detection of long memory. On the other hand, some
empirical ndings …