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Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory

  • M Asai
  • , Michael McAleer
  • , S Peiris

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

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Original languageEnglish
Place of PublicationRotterdam
Number of pages25
EditionEconometric Institute Report Series EI2017-29
Publication statusPublished - 2017

Research programs

  • ESE - E&MS

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