Philippe Souliery

affiliation not provided to SSRN

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Asymptotics for Duration-Driven Long Range Dependent Processes

NYU Working Paper No. SOR-2003-8
Number of pages: 40 Posted: 03 Nov 2008
Mengchen Hsieh, Clifford M. Hurvich and Philippe Souliery
affiliation not provided to SSRN, Stern School of Business, New York University and affiliation not provided to SSRN
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Abstract:

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