Gaussian inference on certain long-range dependent volatility models

Paolo Zaffaroni and Banca d'Italia

Journal of Econometrics, 2003, vol. 115, issue 2, 199-258

Date: 2003
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:115:y:2003:i:2:p:199-258

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