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Long memory and nonlinearities in realized volatility: A Markov switching approach

✍ Scribed by Davide Raggi; Silvano Bordignon

Book ID: 113557642
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 393 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2010.12.008

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