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~person:"Robinson, Peter M."
~subject:"Stochastic volatility"
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Stochastic volatility
long memory
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Robinson, Peter M.
Asai, Manabu
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McAleer, Michael
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Chang, Chia-Lin
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Barndorff-Nielsen, Ole E.
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The
memory
of stochastic volatility models
Robinson, Peter M.
-
London School of Economics (LSE)
-
2001
Persistent link: https://www.econbiz.de/10010746529
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