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The detection and estimation of long memory in stochastic volatility

, , и . Journal of Econometrics, 83 (1-2): 325--348 (00 1998)

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Pedro Milanez de Lima Almeida

Daiana de Lima Morales

Pedro ˜deœ Almeida Moura

Benno Pedrotti

Isabel Arruda Matheos de Lima

 

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