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Issue Date
Title
Author(s)
2007
Nonparametric Methods in Continuous Time Model Specification
Casas, I.
;
Gao, J.
2008
Econometric estimation in long-range dependent volatility models: Theory and practice
Casas, I.
;
Gao, J.
2008
Econometric modelling in finance and risk management: An overview
Gao, J.
;
McAleer, M.
;
Allen, D.
2004
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
Gao, J.
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Author
4
Gao, J.
2
Casas, I.
1
Allen, D.
1
McAleer, M.
Subject
2
Long-range dependence
1
Correlation test
1
Diffusion process
1
diffusion process
1
Dynamic additive model
1
Estimation of realized volatility
1
Factor model
1
Financial econometrics
1
long-range dependence
1
Nonparametric kernel
.
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Date issued
2
2008
1
2007
1
2004