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Limit theorems for long memory stochastic volatility models with
  infinite variance: Partial Sums and Sample Covariances
v1v2 (latest)

Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances

24 September 2011
Rafal Kulik
P. Soulier
ArXiv (abs)PDFHTML

Papers citing "Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances"

1 / 1 papers shown
Title
Sample autocovariances of long-memory time series
Sample autocovariances of long-memory time series
Lajos Horváth
P. Kokoszka
108
29
0
14 May 2008
1