Seunghwa Rho

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

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Long Memory, Realized Volatility and Heterogeneous Autoregressive Models

Journal of Time Series Analysis, Vol. 40, Issue 4, pp. 609-628, 2019
Number of pages: 20 Posted: 29 May 2020
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, Queen Mary University of London, Emory University and Sungkyunkwan University
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Abstract:

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Restricted models, realized volatility, models, models