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  4. Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data
 
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Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data

Journal
Finance Research Letters
ISSN
1544-6123
Type
journal article
Date Issued
2017
Author(s)
Klein, Tony
Walther, Thomas  
DOI
10.1016/j.frl.2016.12.020
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
None
Refereed
Yes
Publisher
Elsevier
Volume
22C
Start page
274
End page
279
Pages
6
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/103178
Subject(s)

economics

finance

Division(s)

ior/cf - Institute fo...

Eprints ID
253239

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