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A wavelet Whittle estimator of generalized long-memory stochastic volatility

✍ Scribed by Alex Gonzaga; Michael Hauser

Book ID: 106302070
Publisher: Springer
Year: 2010
Tongue: English
Weight: 377 KB
Volume: 20
Category: Article
ISSN: 1613-981X
DOI: 10.1007/s10260-010-0153-9

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