International Finance Discussion Papers: Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns

by Jonathan Wright

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  • ISBN10 1288731930
  • ISBN13 9781288731930
  • Publish Date 8 February 2013
  • Publish Status Unknown
  • Imprint Bibliogov
  • Format Paperback (US Trade)
  • Language English